Report by ticker and direction (all)

Total Pnl Avg Pnl Sharpe Win % Count Entries
ticker direction
@AD# Long $386,960 $1.5 0.4 39.3% 2,154
Short $234,600 $1.3 0.3 39.1% 1,458
@BO# Long $-736,320 $-3.6 -1.6 38.5% 1,223
Short $-86,412 $-0.9 -0.3 44.1% 911
@BP# Long $-520,687 $-1.1 -0.4 41.5% 2,064
Short $563,169 $2.6 0.8 45.3% 1,548
@C# Long $-590,600 $-3.1 -1.6 33.2% 1,269
Short $-75,262 $-0.3 -0.3 37.0% 851
@CC# Long $-2,103,080 $-5.9 -1.3 41.5% 2,064
Short $-299,200 $-1.6 -0.4 45.7% 1,548
@CD# Long $-364,625 $-0.8 -0.3 43.2% 2,064
Short $-45,835 $-0.2 -0.0 44.5% 1,548
@CT# Long $-1,066,640 $-7.5 -1.2 44.8% 1,338
Short $-231,160 $5.7 1.0 49.9% 1,006
@DX# Long $902,765 $3.2 1.3 49.4% 2,080
Short $450,390 $3.0 1.2 45.8% 1,532
@ES# Long $1,002,825 $1.8 0.1 51.4% 2,064
Short $916,825 $5.3 0.3 48.9% 1,548
@EU# Long $617,456 $2.1 0.6 43.6% 2,064
Short $544,956 $2.3 0.6 47.9% 1,548
@GF# Long $925,100 $-12.2 0.0 45.5% 1,237
Short $-2,840,313 $-12.9 -2.3 41.1% 920
@HE# Long $-891,550 $-4.3 -0.9 44.2% 1,200
Short $-352,040 $-2.4 -0.5 46.0% 900
@JY# Long $544,606 $2.0 0.6 44.3% 2,064
Short $-129,350 $-0.1 -0.1 43.6% 1,548
@KC# Long $-297,113 $-0.8 -0.0 44.0% 2,064
Short $-1,766,906 $-7.5 -0.8 44.5% 1,548
@KW# Long $-237,800 $-0.9 -0.1 43.2% 1,200
Short $-417,912 $-3.1 -0.7 44.4% 900
@LE# Long $2,094,050 $8.3 1.3 50.4% 1,200
Short $-2,451,600 $-17.0 -2.9 36.7% 900
@MFS# Long $2,517,215 $7.6 1.0 54.3% 2,064
Short $-47,740 $0.9 0.1 48.2% 1,548
@MME# Long $-185,840 $-0.7 -0.1 48.5% 2,064
Short $-327,390 $-0.5 -0.2 45.5% 1,548
@NQ# Long $7,182,145 $16.8 0.6 54.1% 2,064
Short $-4,708,435 $-17.7 -0.7 47.2% 1,548
@PX# Long $-42,220 $0.1 -0.0 41.5% 2,109
Short $-60,190 $-0.2 -0.1 42.8% 1,503
@RTY# Long $-186,790 $-5.6 -0.3 50.9% 2,064
Short $-458,210 $-0.0 -0.0 47.7% 1,548
@S# Long $-1,975,712 $1.1 -2.2 40.3% 1,326
Short $442,675 $-2.0 -0.7 43.8% 978
@SB# Long $-634,133 $-2.4 -0.9 41.8% 1,386
Short $-958,373 $-6.2 -2.2 38.2% 966
@SF# Long $362,325 $1.8 0.4 40.7% 2,174
Short $-13,875 $0.2 -0.0 41.8% 1,438
@SM# Long $-1,390,800 $-3.2 -1.9 41.6% 1,260
Short $571,650 $29.0 0.9 51.8% 993
@UB# Long $-3,057,969 $-10.2 -0.6 42.1% 2,130
Short $-904,594 $-2.6 -0.3 40.2% 1,482
@US# Long $-3,917,781 $-10.9 -1.6 32.2% 2,309
Short $-877,094 $-4.0 -1.0 31.9% 1,303
@W# Long $-601,775 $0.4 -0.6 45.4% 1,296
Short $-584,050 $-7.9 -1.2 40.0% 945
@YM# Long $4,260,475 $10.5 0.7 53.2% 2,064
Short $1,131,925 $5.5 0.4 48.4% 1,548
CRD# Long $-1,539,940 $-5.7 -0.6 48.1% 2,064
Short $-1,942,760 $-10.0 -0.9 44.4% 1,548
EB# Long $-2,962,980 $-8.1 -0.8 47.8% 2,064
Short $-1,356,680 $-6.8 -0.5 47.6% 1,548
GAS# Long $-1,350,750 $-2.5 -0.4 42.7% 2,064
Short $-4,225,800 $-18.2 -2.0 39.4% 1,548
IHO# Long $-1,806,160 $-8.9 -0.8 46.5% 2,064
Short $-745,315 $-7.4 -0.6 45.5% 1,548
IRB# Long $-1,012,935 $-6.0 -0.5 48.2% 2,064
Short $1,080,769 $10.9 0.5 50.6% 1,548
QBZ# Long $-2,994,950 $-10.0 -0.9 47.6% 2,064
Short $-1,039,820 $-6.1 -0.5 47.6% 1,548
QCL# Long $-912,290 $-3.5 -0.4 48.5% 2,064
Short $-1,484,870 $-6.1 -0.6 44.9% 1,548
QGC# Long $-2,567,800 $-7.1 -0.8 45.1% 2,064
Short $113,330 $1.5 0.1 45.4% 1,548
QHG# Long $-2,695,725 $-6.7 -1.1 42.7% 2,064
Short $-1,762,062 $-6.8 -1.4 40.2% 1,548
QHO# Long $-3,720,209 $-10.3 -1.0 46.9% 2,064
Short $-3,219,397 $-14.1 -1.2 44.4% 1,548
QNG# Long $-3,736,150 $-10.8 -1.5 43.6% 2,064
Short $-1,257,440 $-5.2 -0.8 44.9% 1,548
QPA# Long $-5,220,665 $-35.2 -2.7 37.8% 2,064
Short $-2,828,300 $-27.0 -2.4 41.2% 1,548
QPL# Long $-1,206,340 $-3.0 -0.3 46.1% 2,064
Short $-4,144,130 $-18.5 -1.4 43.7% 1,548
QRB# Long $-2,840,250 $-7.6 -0.7 47.9% 2,064
Short $-1,168,310 $-6.1 -0.6 46.5% 1,548
QSI# Long $-3,153,425 $-9.1 -0.7 42.9% 2,076
Short $-1,801,825 $-8.2 -0.6 41.3% 1,536

Report by ticker and direction (Win % > 55 and Sharpe>2)

Total Pnl Avg Pnl Sharpe Win % Count Entries
ticker direction
@AD# Long $3,195 $10.7 3.4 55.5% 4
Short $805 $10.6 2.9 55.3% 1
@BO# Short $2,652 $6.6 3.1 57.8% 5
@BP# Long $2,025 $8.4 4.0 56.6% 3
Short $25,350 $11.9 2.9 57.8% 26
@C# Long $888 $10.8 4.9 56.1% 1
Short $788 $9.6 4.1 58.5% 1
@CC# Long $950 $11.4 5.8 55.4% 1
Short $14,950 $13.3 2.9 56.3% 12
@CD# Long $3,295 $6.7 3.1 56.4% 6
Short $395 $4.8 3.2 57.3% 1
@CT# Long $8,840 $16.6 4.0 60.7% 10
Short $48,800 $62.8 12.9 77.2% 96
@DX# Long $239,530 $8.1 2.9 58.7% 292
Short $32,985 $8.8 3.3 56.9% 48
@ES# Long $299,262 $41.9 2.7 59.2% 57
Short $509,262 $57.8 3.2 59.3% 90
@EU# Long $5,500 $13.4 3.6 58.0% 5
Short $72,756 $10.3 2.7 57.9% 56
@GF# Long $432,800 $30.8 2.7 57.3% 67
@HE# Long $13,910 $15.0 2.9 56.9% 12
Short $2,480 $16.0 2.3 56.8% 2
@JY# Long $52,919 $13.9 3.6 58.1% 45
Short $13,581 $12.9 2.8 57.3% 13
@KC# Long $13,744 $19.3 3.3 57.7% 8
Short $9,019 $22.1 3.1 57.5% 5
@KW# Long $5,162 $15.7 4.0 58.5% 4
@LE# Long $1,868,110 $22.8 3.4 60.0% 348
@MFS# Long $1,368,675 $23.8 3.0 60.4% 411
Short $139,215 $28.5 3.3 58.4% 72
@MME# Long $159,030 $14.6 3.0 57.5% 88
Short $37,550 $13.1 3.0 56.8% 34
@NQ# Long $2,342,855 $63.9 2.7 59.9% 214
Short $247,260 $64.0 3.0 58.4% 40
@PX# Long $1,000 $7.2 3.8 56.5% 2
Short $590 $4.0 2.7 58.9% 2
@RTY# Long $341,270 $41.7 2.7 57.4% 41
Short $261,950 $47.2 2.9 58.6% 56
@S# Long $30,250 $31.9 5.5 65.7% 9
Short $145,825 $13.4 2.8 57.5% 74
@SB# Long $3,282 $15.7 4.0 66.3% 16
Short $2,531 $26.2 6.0 68.2% 18
@SF# Long $14,650 $15.9 3.5 57.1% 14
Short $4,675 $15.3 3.4 58.3% 5
@SM# Long $10,740 $11.6 2.3 55.7% 3
Short $37,740 $11.2 2.7 56.6% 28
@UB# Long $6,156 $39.7 2.4 57.4% 2
@W# Long $125 $62.5 56.1 100.0% 1
@YM# Long $2,026,520 $35.0 2.6 58.0% 321
Short $318,275 $38.4 2.7 58.7% 74
CRD# Long $296,800 $25.4 2.6 59.7% 75
Short $1,600 $21.9 2.9 56.2% 1
EB# Long $28,680 $23.2 2.3 57.1% 7
Short $60,750 $36.5 3.2 57.7% 20
GAS# Long $41,425 $35.5 3.7 56.3% 11
Short $6,250 $18.8 3.0 56.3% 4
IHO# Long $237,258 $37.0 2.9 58.6% 87
Short $175,522 $42.6 3.2 58.2% 70
IRB# Long $556,681 $41.3 3.4 59.3% 184
Short $936,852 $63.2 3.6 60.8% 244
QBZ# Long $33,070 $22.6 2.8 57.9% 13
Short $55,570 $31.6 2.8 56.8% 18
QCL# Long $348,070 $20.2 2.6 58.8% 81
Short $26,650 $46.3 4.0 57.0% 7
QGC# Long $5,670 $34.6 2.7 65.2% 2
Short $91,090 $36.4 3.3 57.6% 26
QHG# Short $1,937 $23.3 2.6 55.4% 1
QHO# Long $269,447 $29.9 2.4 57.9% 53
QNG# Long $3,820 $15.9 3.4 57.1% 3
Short $4,330 $18.0 2.9 58.8% 3
QPA# Long $212,875 $59.8 3.8 57.9% 37
Short $30,202 $38.1 3.3 61.0% 18
QPL# Long $43,880 $42.1 3.4 59.3% 10
QRB# Long $653,318 $32.3 2.7 58.0% 125
Short $88,154 $42.9 2.9 57.6% 25
QSI# Long $2,625 $31.6 2.1 55.4% 1
Short $24,025 $42.1 3.0 57.5% 7

Report by time and threshold (Win % > 55 and Sharpe>2)

@AD#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-7 -6 9 0.0146% $16.8 4.5 56.3% 71
-9 -2 3 0.0398% $8.8 3.3 55.3% 76
-7 -6 5 0.0146% $10.1 3.1 55.3% 76
-9 -3 10 -0.0316% $10.6 2.9 55.3% 76
-7 -2 4 0.0302% $7.2 2.8 55.1% 78

@BO#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -2 -1 -0.1983% $5.8 3.5 58.0% 81
-6 -2 -1 -0.1463% $5.4 3.3 56.1% 82
-4 -2 -1 -0.1214% $4.7 3.3 58.0% 81
-4 -3 0 -0.0775% $9.3 3.2 59.3% 81
-6 -5 3 -0.0687% $7.5 2.1 57.5% 80

@BP#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -8 -2 0.0143% $14.0 5.6 55.6% 81
-9 -2 6 -0.0363% $13.6 4.6 56.8% 81
-9 -8 -5 0.0143% $7.5 4.3 56.2% 80
-6 -5 8 -0.0147% $15.8 3.8 60.8% 79
-6 -5 10 -0.0147% $16.6 3.7 59.5% 79
-6 -5 9 -0.0147% $15.7 3.6 59.5% 79
-9 -5 6 -0.0243% $15.7 3.5 55.6% 81
-6 -5 7 -0.0147% $13.7 3.4 58.0% 81
-9 -5 10 -0.0243% $14.4 3.3 55.6% 81
-6 -5 4 -0.0147% $13.5 3.3 61.3% 80
-6 -5 6 -0.0147% $13.2 3.0 59.3% 81
-9 -5 4 -0.0243% $12.8 3.0 56.1% 82
-7 -5 4 -0.0157% $12.7 2.9 58.8% 80
-6 -5 5 -0.0147% $12.3 2.9 62.5% 80
-6 -5 1 -0.0147% $9.0 2.8 55.6% 81
-9 -5 5 -0.0243% $12.4 2.8 56.8% 81
-6 -5 0 -0.0147% $8.6 2.7 60.5% 81
-7 -5 8 -0.0157% $12.0 2.7 62.0% 79
-6 -5 3 -0.0147% $10.3 2.6 56.8% 81
-7 -4 8 -0.0232% $10.0 2.5 56.8% 81
-7 -4 10 -0.0232% $10.1 2.3 56.2% 80
-6 -3 -1 0.0243% $3.6 2.2 58.0% 81
-8 -5 10 -0.0226% $10.1 2.2 55.6% 81
-7 -6 4 -0.0146% $9.8 2.2 57.5% 80
-7 -5 8 -0.0080% $7.6 2.2 56.1% 155
-7 -5 6 -0.0157% $10.0 2.2 56.8% 81
-7 -5 9 -0.0157% $9.8 2.2 57.5% 80
-7 -5 5 -0.0157% $9.7 2.1 55.6% 81
-7 -5 3 -0.0157% $8.9 2.1 55.6% 81

@C#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -3 0 0.1568% $10.8 4.9 56.1% 82
-10 -8 -2 -0.0894% $9.6 4.1 58.5% 82

@CC#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-4 -3 -2 0.1396% $11.4 5.8 55.4% 83
-10 -9 5 -0.1210% $20.1 4.3 57.3% 82
-10 -9 4 -0.1210% $19.3 4.0 56.8% 81
-10 -9 6 -0.1210% $18.3 3.8 56.8% 81
-10 -9 10 -0.1210% $18.3 3.4 55.1% 78
-10 -9 9 -0.1210% $18.1 3.4 55.1% 78
-5 -2 6 -0.2534% $10.0 2.8 60.0% 80
-10 -8 -1 -0.0938% $10.9 2.5 55.5% 164
-5 -2 8 -0.2534% $10.1 2.4 55.6% 81
-10 -8 -1 -0.1689% $9.4 2.2 56.1% 82
-5 -2 7 -0.2534% $8.8 2.2 55.6% 81
-4 -3 2 -0.0842% $7.7 2.1 55.5% 164
-4 -3 6 -0.0842% $8.0 2.1 56.1% 157

@CD#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-7 -3 -1 0.0262% $5.9 4.0 56.1% 82
-7 -5 -1 0.0193% $7.6 3.5 55.6% 81
-5 -4 -1 0.0133% $6.5 3.2 56.1% 82
-5 -2 0 -0.0202% $4.8 3.2 57.3% 82
-9 -3 -1 0.0329% $4.1 2.8 57.3% 82
-6 -4 10 0.0199% $8.3 2.4 56.2% 80
-6 -4 8 0.0199% $8.1 2.4 57.3% 82

@CT#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -6 5 -0.1399% $73.3 92.5 100.0% 3
-8 -7 5 -0.0722% $97.5 62.5 100.0% 2
-8 -5 5 -0.1409% $67.5 60.6 100.0% 2
-9 -7 5 -0.0620% $85.0 30.8 100.0% 4
-10 -6 5 -0.0906% $53.0 28.3 100.0% 5
-6 -4 5 -0.0751% $182.5 26.4 100.0% 2
-5 -4 5 -0.0937% $182.5 26.4 100.0% 2
-5 -4 5 -0.0525% $182.5 26.4 100.0% 2
-7 -5 5 -0.1124% $55.0 24.7 100.0% 2
-7 -6 5 -0.0751% $50.0 22.2 100.0% 4
-8 -5 5 -0.0825% $42.5 20.9 100.0% 4
-6 -3 5 -0.1448% $177.5 20.4 100.0% 2
-9 -5 5 -0.0983% $46.7 19.4 100.0% 3
-3 -2 5 -0.1103% $115.0 18.4 100.0% 2
-9 -7 5 -0.0340% $65.0 17.6 80.0% 5
-8 -5 5 -0.0501% $50.8 17.6 100.0% 6
-7 -2 5 -0.2044% $142.5 17.3 100.0% 2
-6 -2 5 -0.1935% $142.5 17.3 100.0% 2
-7 -5 5 -0.0657% $34.0 15.8 80.0% 5
-8 -4 5 -0.1052% $150.0 15.3 100.0% 2
-9 -4 5 -0.1163% $150.0 15.3 100.0% 2
-9 -4 5 -0.1902% $150.0 15.3 100.0% 2
-8 -4 5 -0.1623% $150.0 15.3 100.0% 2
-10 -4 5 -0.2000% $150.0 15.3 100.0% 2
-5 -3 5 -0.1334% $123.3 14.5 100.0% 3
-8 -3 5 -0.1123% $97.0 14.2 80.0% 5
-9 -3 5 -0.1325% $97.0 14.2 80.0% 5
-8 -7 5 -0.0256% $51.3 14.1 75.0% 4
-8 -7 5 -0.0450% $51.3 14.1 75.0% 4
-5 -2 5 -0.1118% $79.0 13.9 80.0% 5
-8 -3 5 -0.0719% $86.7 13.7 83.3% 6
-7 -4 5 -0.0850% $100.0 13.7 75.0% 4
-8 -6 5 -0.0593% $38.3 13.6 83.3% 6
-9 -6 5 -0.0776% $38.3 13.6 83.3% 6
-8 -6 5 -0.1054% $46.2 13.3 75.0% 4
-7 -6 5 -0.0422% $37.5 13.2 83.3% 6
-8 -6 5 -0.0372% $34.3 12.9 85.7% 7
-9 -4 5 -0.0671% $85.0 12.8 80.0% 5
-8 -2 5 -0.1332% $76.0 12.6 80.0% 5
-9 -2 5 -0.1595% $76.0 12.6 80.0% 5
-8 -4 5 -0.0603% $76.7 12.6 83.3% 6
-3 -2 5 -0.0640% $81.7 12.4 66.7% 6
-8 -2 5 -0.0794% $68.3 12.4 83.3% 6
-5 -3 5 -0.0751% $88.0 12.2 80.0% 5
-5 -2 5 -0.1816% $95.0 12.2 66.7% 3
-9 -8 5 -0.0403% $65.0 12.2 100.0% 2
-4 -2 5 -0.0956% $25.8 12.1 66.7% 6
-10 -2 5 -0.1596% $82.5 12.0 75.0% 4
-5 -4 5 -0.0302% $73.3 11.7 83.3% 6
-7 -4 5 -0.0499% $73.3 11.7 66.7% 6
-3 -2 5 -0.0380% $60.5 11.5 70.0% 10
-7 -3 5 -0.1002% $92.5 11.4 75.0% 4
-9 -5 5 -0.0591% $97.1 11.3 85.7% 7
-4 -2 5 -0.0516% $55.7 10.4 71.4% 7
-10 -2 5 -0.0910% $56.4 10.4 71.4% 7
-9 -2 5 -0.0911% $60.8 10.3 66.7% 6
-7 -3 5 -0.0627% $66.7 9.9 83.3% 6
-3 -2 5 0.0128% $35.8 9.7 66.7% 6
-6 -4 5 -0.0462% $74.0 9.7 80.0% 5
-5 -2 5 -0.0636% $51.4 9.3 57.1% 7
-7 -2 5 -0.0741% $48.1 9.3 62.5% 8
-7 -5 5 -0.0454% $80.7 9.2 85.7% 7
-7 -5 5 0.0649% $36.7 8.6 66.7% 3
-9 -3 5 -0.0815% $65.8 8.5 66.7% 6
-6 -2 5 -0.0677% $45.7 8.2 57.1% 7
-4 -3 5 -0.0886% $28.3 8.0 66.7% 3
-7 -6 5 -0.0277% $22.8 8.0 77.8% 9
-10 -3 5 -0.0758% $58.3 7.5 66.7% 6
-10 -7 5 -0.0734% $38.8 7.5 75.0% 4
-10 -4 5 -0.1201% $62.5 7.1 75.0% 4
-6 -5 5 -0.0273% $74.0 6.5 60.0% 5
-6 -3 5 -0.0553% $52.0 5.9 60.0% 5
-6 -3 5 -0.0960% $52.0 5.9 60.0% 5
-4 -3 5 -0.0507% $18.3 4.3 66.7% 6
-9 -7 -5 -0.1121% $12.8 4.3 56.8% 81
-9 -8 5 -0.0244% $41.1 4.2 55.6% 9
-10 -5 5 -0.1051% $17.5 4.2 75.0% 4
-9 -4 5 0.1146% $18.3 3.4 66.7% 3
-8 -4 5 0.0975% $18.3 3.4 66.7% 3
-10 -7 5 -0.0409% $22.5 3.4 66.7% 6
-10 -9 -6 0.0743% $13.3 3.4 61.7% 81
-9 -8 -2 -0.0403% $15.7 3.4 56.8% 162
-9 -8 -1 -0.0403% $18.6 3.3 57.4% 162
-9 -8 -2 -0.0820% $15.8 3.2 60.5% 81
-10 -8 5 -0.0603% $20.0 3.2 66.7% 3
-9 -8 -3 -0.0820% $15.1 3.2 60.5% 81
-9 -8 -3 -0.0403% $13.7 3.2 55.6% 162
-8 -4 -2 -0.1623% $10.6 2.9 56.8% 81
-9 -8 -4 -0.0403% $11.0 2.8 57.1% 161
-10 -8 -5 -0.1075% $10.6 2.8 55.6% 81
-4 -3 -2 -0.0507% $7.2 2.7 58.3% 163
-9 -6 5 -0.0421% $12.5 2.7 75.0% 8
-10 -8 -4 -0.1075% $11.0 2.7 56.8% 81
-9 -6 -5 -0.1399% $6.8 2.7 59.3% 81
-9 -7 -3 -0.0340% $9.2 2.6 55.1% 243
-10 -8 -2 -0.1075% $13.6 2.6 56.8% 81
-9 -8 -5 -0.0403% $8.6 2.5 59.9% 162
-10 -9 -5 0.0743% $10.4 2.5 56.8% 81
-9 -8 -4 0.0237% $8.8 2.5 55.1% 243
-9 -8 -3 0.0416% $10.0 2.4 55.6% 162
-9 -8 -5 -0.0820% $9.7 2.4 61.7% 81
-9 -8 -4 -0.0820% $10.1 2.4 58.8% 80
-9 -8 -3 0.0237% $9.7 2.4 55.1% 243
-5 -3 -2 -0.1334% $6.6 2.2 59.8% 82
-10 -7 -6 0.1211% $4.6 2.0 55.6% 81
-5 -3 -2 -0.0751% $5.3 2.0 57.7% 163

@DX#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-6 -5 7 0.0100% $18.0 6.4 63.5% 63
-4 -2 6 0.0154% $13.2 5.7 56.8% 74
-6 -2 4 0.0206% $11.1 5.6 60.3% 63
-10 -3 -2 -0.0257% $5.7 5.2 58.1% 74
-6 -5 1 0.0100% $12.4 5.1 62.3% 69
-8 -3 0 -0.0206% $8.3 5.0 58.1% 74
-5 -2 6 0.0162% $9.6 4.9 56.9% 72
-10 -3 7 0.0264% $13.0 4.9 63.6% 66
-6 -5 8 0.0100% $14.2 4.9 58.6% 58
-5 -3 -1 -0.0156% $6.9 4.8 59.0% 78
-6 -5 10 0.0100% $14.9 4.8 65.7% 67
-7 -4 -2 -0.0155% $7.5 4.8 56.3% 71
-6 -5 0 0.0100% $10.1 4.8 61.4% 70
-6 -3 -1 -0.0161% $6.4 4.7 58.9% 73
-10 -4 7 0.0221% $13.5 4.7 62.5% 64
-6 -2 3 0.0206% $8.5 4.6 56.3% 71
-8 -3 -2 -0.0206% $5.2 4.6 58.1% 74
-10 -3 4 0.0264% $13.4 4.6 65.6% 64
-6 -5 9 0.0100% $13.1 4.6 59.7% 67
-6 -2 6 0.0206% $9.4 4.5 59.1% 66
-6 -5 6 0.0100% $14.4 4.5 62.9% 62
-6 -4 -1 -0.0111% $9.3 4.5 58.0% 69
-10 -3 5 0.0264% $13.3 4.5 68.3% 63
-6 -5 3 0.0100% $12.5 4.4 62.7% 67
-6 -5 2 0.0100% $12.1 4.4 60.6% 66
-10 -3 6 0.0264% $11.3 4.4 61.2% 67
-6 -5 5 0.0100% $14.7 4.4 59.3% 59
-10 -3 -1 -0.0257% $6.3 4.2 56.8% 74
-10 -4 5 0.0221% $13.5 4.2 65.0% 60
-5 -4 7 0.0103% $14.6 4.2 62.1% 66
-6 -5 7 0.0053% $10.0 4.1 57.1% 126
-8 -3 3 -0.0206% $10.3 4.1 55.6% 72
-6 -5 4 0.0100% $12.5 4.1 60.0% 65
-10 -4 6 0.0221% $11.5 4.1 56.9% 65
-9 -2 7 0.0258% $10.5 4.1 57.6% 66
-7 -3 2 0.0199% $12.8 4.0 55.9% 68
-7 -3 4 0.0199% $13.8 4.0 59.7% 62
-8 -3 7 -0.0206% $12.3 4.0 55.2% 67
-7 -4 1 -0.0155% $9.1 4.0 55.2% 67
-10 -9 10 0.0107% $15.4 3.9 56.5% 62
-10 -3 8 0.0264% $10.7 3.9 67.2% 58
-8 -3 1 0.0207% $9.7 3.9 59.7% 72
-10 -9 1 0.0107% $14.1 3.9 55.4% 65
-10 -4 4 0.0221% $11.9 3.9 59.7% 62
-10 -3 3 0.0264% $10.4 3.9 60.9% 69
-4 -2 2 0.0154% $7.6 3.8 55.3% 76
-10 -2 4 0.0308% $8.7 3.8 56.7% 67
-6 -5 4 0.0053% $8.9 3.7 59.2% 125
-6 -2 7 0.0206% $8.8 3.7 55.9% 68
-6 -3 8 -0.0161% $12.0 3.7 58.2% 67
-6 -4 1 -0.0111% $9.7 3.7 55.2% 67
-10 -3 7 0.0156% $8.5 3.7 61.3% 137
-6 -3 3 0.0155% $11.8 3.7 58.2% 67
-10 -7 3 -0.0161% $13.5 3.6 61.3% 62
-6 -3 7 -0.0161% $11.4 3.6 59.1% 66
-9 -3 7 0.0224% $13.1 3.6 64.6% 65
-6 -5 5 0.0053% $9.0 3.6 56.6% 122
-6 -5 1 0.0053% $7.0 3.5 59.7% 134
-7 -3 5 0.0199% $12.5 3.5 63.1% 65
-7 -3 -2 0.0199% $5.5 3.5 56.2% 73
-6 -3 4 0.0155% $12.1 3.5 60.3% 63
-8 -3 6 -0.0206% $11.1 3.5 57.6% 66
-8 -5 1 0.0160% $9.8 3.5 67.1% 70
-6 -5 10 0.0053% $9.4 3.5 61.1% 126
-10 -3 1 0.0264% $8.6 3.5 56.3% 71
-9 -3 4 0.0224% $12.0 3.5 60.6% 66
-10 -7 -2 -0.0161% $8.6 3.5 58.2% 67
-6 -3 1 0.0155% $9.9 3.5 56.3% 71
-10 -3 4 0.0156% $8.2 3.4 63.3% 128
-10 -3 5 0.0156% $8.4 3.4 63.6% 129
-5 -4 5 0.0103% $12.7 3.4 59.1% 66
-8 -3 2 0.0207% $9.3 3.4 55.1% 69
-10 -4 8 0.0221% $10.5 3.4 58.6% 58
-9 -2 1 -0.0264% $5.2 3.4 56.7% 67
-6 -5 4 0.0051% $7.1 3.4 56.2% 185
-8 -4 1 0.0168% $8.9 3.4 57.7% 71
-10 -7 1 -0.0161% $11.8 3.3 56.2% 64
-10 -2 5 0.0308% $8.3 3.3 56.1% 66
-8 -3 4 0.0207% $10.4 3.3 70.8% 65
-10 -3 7 0.0103% $6.8 3.3 57.8% 204
-3 -2 1 0.0105% $5.9 3.3 56.1% 82
-5 -4 2 0.0103% $11.5 3.3 55.1% 69
-7 -3 8 0.0199% $12.8 3.3 65.0% 60
-9 -3 3 0.0055% $7.3 3.3 59.4% 192
-8 -7 1 0.0052% $9.4 3.3 60.0% 130
-10 -6 10 0.0204% $12.7 3.3 62.9% 62
-7 -3 3 0.0199% $10.4 3.3 60.0% 70
-5 -4 6 0.0103% $11.7 3.3 58.2% 67
-6 -5 3 0.0053% $7.3 3.3 57.9% 133
-5 -4 3 0.0103% $11.2 3.3 58.6% 70
-6 -5 9 0.0053% $8.2 3.3 57.1% 126
-10 -7 -1 -0.0161% $9.0 3.3 55.2% 67
-10 -3 0 0.0264% $6.7 3.3 59.5% 74
-10 -4 3 0.0221% $9.3 3.3 59.4% 69
-6 -5 1 0.0051% $5.6 3.2 56.6% 198
-6 -3 9 -0.0161% $10.7 3.2 58.2% 67
-10 -3 3 0.0156% $7.2 3.2 63.0% 135
-10 -3 7 0.0052% $6.1 3.2 56.6% 265
-7 -3 6 0.0199% $10.9 3.2 57.4% 68
-9 -3 8 0.0224% $12.7 3.2 66.7% 60
-5 -4 10 0.0103% $12.3 3.2 56.9% 72
-9 -2 5 0.0258% $8.0 3.2 57.8% 64
-5 -2 7 0.0162% $6.8 3.2 56.0% 75
-9 -3 5 0.0224% $11.6 3.2 61.3% 62
-10 -3 -2 0.0264% $3.6 3.1 55.4% 74
-8 -5 5 0.0103% $9.1 3.1 62.5% 120
-6 -5 3 0.0051% $6.3 3.1 56.0% 193
-10 -4 7 0.0154% $7.7 3.1 59.2% 130
-6 -5 8 0.0053% $8.0 3.1 57.5% 120
-10 -2 7 0.0162% $6.4 3.1 56.1% 139
-6 -3 5 0.0155% $11.3 3.1 60.7% 61
-4 -3 8 0.0053% $9.0 3.1 57.0% 142
-8 -3 5 0.0207% $10.0 3.1 68.8% 64
-8 -7 1 0.0101% $10.7 3.1 63.2% 68
-10 -7 2 -0.0161% $11.9 3.1 58.7% 63
-9 -2 8 0.0258% $9.5 3.1 56.1% 57
-10 -3 7 -0.0257% $10.3 3.1 56.9% 65
-8 -2 1 -0.0256% $4.7 3.1 56.3% 71
-9 -3 4 0.0055% $7.1 3.1 57.4% 183
-10 -9 -1 -0.0053% $8.2 3.1 58.6% 133
-10 -3 9 -0.0257% $9.9 3.1 57.1% 70
-5 -4 8 0.0103% $12.2 3.1 57.1% 63
-9 -3 3 0.0224% $10.1 3.1 56.5% 69
-6 -2 7 -0.0211% $8.4 3.0 57.6% 66
-10 -3 2 0.0156% $6.4 3.0 56.5% 138
-10 -3 4 0.0052% $5.8 3.0 59.3% 248
-10 -9 -2 -0.0053% $7.4 3.0 57.1% 133
-8 -4 4 0.0168% $9.8 3.0 59.1% 66
-7 -5 5 0.0112% $10.2 3.0 62.9% 62
-7 -2 5 0.0223% $6.9 3.0 58.2% 67
-10 -3 6 0.0156% $6.9 3.0 56.8% 132
-10 -3 3 0.0103% $5.9 3.0 60.5% 200
-10 -8 -1 -0.0112% $8.3 3.0 55.9% 68
-6 -5 6 0.0053% $8.0 3.0 55.7% 122
-9 -3 -2 0.0224% $4.8 3.0 55.6% 72
-8 -4 5 0.0168% $10.0 3.0 64.1% 64
-8 -5 10 0.0160% $10.4 3.0 63.2% 68
-10 -7 5 -0.0161% $12.3 3.0 56.5% 62
-10 -6 9 0.0204% $11.3 3.0 62.9% 62
-10 -9 -3 -0.0053% $5.2 2.9 58.6% 133
-5 -4 9 0.0103% $11.5 2.9 56.9% 72
-10 -2 5 0.0162% $5.8 2.9 56.9% 130
-10 -4 5 0.0154% $7.7 2.9 61.3% 124
-6 -2 8 0.0206% $8.0 2.9 55.7% 61
-8 -3 7 0.0207% $8.5 2.9 63.2% 68
-9 -8 6 -0.0102% $12.5 2.9 55.7% 61
-6 -5 5 0.0051% $6.4 2.9 55.4% 186
-10 -4 10 0.0221% $8.8 2.9 55.1% 69
-10 -3 4 0.0103% $6.0 2.9 59.1% 193
-8 -2 7 0.0257% $7.4 2.9 55.7% 70
-8 -2 6 0.0257% $6.5 2.9 55.7% 70
-8 -2 5 0.0257% $7.3 2.9 60.6% 66
-6 -3 3 0.0051% $5.6 2.9 55.6% 252
-9 -3 6 0.0224% $10.1 2.9 57.6% 66
-10 -3 3 0.0052% $5.2 2.9 58.4% 262
-10 -2 4 0.0162% $5.4 2.8 55.1% 127
-10 -3 6 0.0103% $5.7 2.8 55.8% 199
-6 -5 2 0.0053% $6.2 2.8 56.5% 131
-8 -5 0 0.0160% $6.8 2.8 67.1% 70
-10 -6 5 0.0204% $12.1 2.8 63.3% 60
-8 -5 5 0.0160% $10.4 2.8 63.9% 61
-8 -3 3 0.0207% $7.8 2.8 64.8% 71
-6 -3 3 0.0053% $6.0 2.8 55.2% 194
-8 -5 1 0.0103% $6.0 2.8 61.0% 136
-10 -6 7 0.0204% $11.6 2.8 65.5% 58
-10 -9 4 -0.0053% $9.8 2.7 56.1% 123
-10 -4 2 0.0221% $8.0 2.7 59.1% 66
-8 -7 10 0.0052% $10.0 2.7 58.8% 119
-8 -7 6 0.0052% $9.5 2.7 57.4% 115
-8 -2 4 0.0257% $6.7 2.7 55.6% 63
-10 -6 6 0.0204% $10.7 2.7 61.3% 62
-10 -3 5 0.0103% $5.8 2.7 59.3% 199
-8 -5 2 0.0160% $8.8 2.7 59.7% 67
-8 -5 10 0.0103% $7.7 2.7 60.5% 129
-4 -3 10 0.0051% $6.8 2.7 55.9% 204
-10 -9 6 -0.0053% $10.9 2.7 55.3% 123
-7 -3 5 0.0053% $6.3 2.7 58.6% 191
-8 -4 2 0.0168% $7.8 2.7 59.4% 69
-10 -8 -1 -0.0055% $5.8 2.7 55.6% 135
-7 -3 9 0.0199% $10.1 2.7 56.3% 71
-10 -7 4 -0.0161% $9.9 2.7 56.2% 64
-6 -3 4 0.0051% $5.6 2.7 56.5% 246
-6 -3 10 -0.0161% $9.2 2.7 58.2% 67
-6 -2 6 -0.0211% $6.8 2.7 55.9% 68
-10 -3 9 0.0264% $7.0 2.7 60.0% 70
-10 -9 10 0.0055% $10.1 2.7 56.4% 117
-8 -3 3 0.0053% $5.6 2.7 57.6% 205
-8 -5 3 0.0103% $6.8 2.6 57.9% 133
-8 -7 0 0.0052% $6.8 2.6 57.8% 135
-6 -3 8 0.0155% $10.2 2.6 61.7% 60
-8 -7 7 0.0052% $9.3 2.6 57.5% 120
-9 -5 7 0.0204% $8.8 2.6 62.5% 64
-6 -3 10 0.0053% $7.0 2.6 56.3% 197
-10 -4 2 0.0154% $5.9 2.6 60.3% 136
-9 -3 10 0.0224% $10.2 2.6 55.1% 69
-6 -5 10 0.0051% $6.4 2.6 58.6% 186
-9 -3 5 0.0055% $6.1 2.6 57.3% 192
-10 -4 9 0.0221% $7.6 2.6 55.1% 69
-10 -7 7 -0.0161% $12.0 2.6 55.6% 63
-9 -3 4 0.0051% $5.5 2.6 55.1% 243
-4 -3 10 0.0103% $8.7 2.6 56.2% 73
-6 -5 8 0.0051% $5.9 2.6 55.7% 174
-8 -4 3 0.0168% $7.6 2.6 58.6% 70
-10 -3 8 0.0156% $6.0 2.6 63.2% 125
-7 -3 5 0.0050% $5.5 2.6 55.9% 254
-9 -4 1 0.0213% $7.1 2.6 55.9% 68
-10 -4 3 0.0154% $6.1 2.5 58.8% 131
-6 -3 10 0.0051% $6.1 2.5 56.2% 258
-9 -4 7 0.0213% $8.3 2.5 65.1% 63
-8 -5 4 0.0103% $7.2 2.5 59.3% 123
-6 -3 4 0.0053% $5.8 2.5 56.9% 188
-10 -4 4 0.0154% $6.5 2.5 55.3% 123
-6 -3 5 0.0053% $5.9 2.5 57.0% 193
-8 -3 3 0.0107% $5.4 2.5 59.1% 137
-10 -9 3 -0.0053% $8.8 2.5 55.0% 129
-10 -3 5 0.0052% $4.8 2.5 57.9% 266
-10 -9 5 -0.0053% $9.3 2.5 55.9% 127
-9 -5 1 0.0204% $7.3 2.5 64.7% 68
-10 -4 6 0.0154% $6.1 2.5 56.2% 128
-8 -3 10 0.0207% $7.8 2.5 57.5% 73
-10 -5 10 0.0103% $6.1 2.5 61.5% 187
-10 -6 -1 -0.0106% $5.6 2.5 55.3% 132
-7 -3 9 0.0053% $6.5 2.5 57.1% 205
-8 -7 7 0.0101% $11.0 2.5 58.1% 62
-4 -3 9 0.0051% $6.2 2.5 55.4% 204
-6 -5 9 0.0051% $5.6 2.5 55.9% 186
-7 -3 3 0.0053% $5.3 2.5 55.5% 200
-10 -9 -1 -0.0104% $7.5 2.5 56.7% 67
-8 -5 3 0.0160% $8.3 2.5 59.4% 69
-8 -5 9 0.0160% $8.2 2.4 61.8% 68
-4 -3 8 0.0051% $6.2 2.4 56.5% 207
-7 -3 10 0.0053% $6.6 2.4 56.1% 205
-6 -3 9 0.0053% $6.3 2.4 55.8% 197
-8 -5 9 0.0103% $6.7 2.4 58.9% 129
-9 -3 3 0.0151% $6.2 2.4 56.9% 130
-7 -3 6 0.0053% $5.8 2.4 56.3% 199
-9 -5 7 0.0106% $6.8 2.4 58.9% 124
-4 -3 9 0.0103% $8.4 2.4 57.5% 73
-8 -5 2 0.0103% $6.0 2.4 58.3% 132
-3 -2 6 0.0105% $5.9 2.4 56.0% 75
-7 -3 8 0.0053% $6.3 2.4 59.0% 188
-8 -5 10 0.0052% $6.2 2.4 59.2% 191
-6 -3 6 0.0155% $8.4 2.4 55.4% 65
-6 -3 8 0.0053% $6.2 2.4 58.0% 181
-5 -3 8 0.0110% $8.6 2.4 60.9% 69
-6 -3 8 0.0051% $5.5 2.4 57.4% 237
-8 -5 5 0.0052% $5.9 2.4 55.6% 187
-8 -5 6 0.0103% $6.9 2.4 59.2% 125
-3 -2 4 0.0105% $5.6 2.4 55.8% 77
-8 -3 8 0.0207% $7.0 2.4 66.1% 62
-8 -3 5 0.0053% $5.6 2.4 56.6% 196
-7 -3 9 0.0050% $5.7 2.4 55.5% 265
-9 -5 5 0.0204% $8.8 2.4 58.3% 60
-9 -4 8 0.0213% $8.0 2.4 64.3% 56
-7 -3 5 0.0107% $6.5 2.4 57.3% 124
-8 -3 6 0.0207% $6.9 2.4 60.6% 66
-6 -3 9 0.0051% $5.5 2.4 55.4% 258
-10 -9 10 0.0052% $7.6 2.4 57.0% 179
-9 -3 4 0.0151% $6.3 2.4 56.6% 122
-8 -7 2 0.0052% $7.5 2.4 57.0% 128
-7 -5 5 0.0056% $6.5 2.3 59.8% 122
-10 -5 7 0.0103% $5.8 2.3 56.3% 190
-9 -3 8 0.0055% $6.1 2.3 56.7% 180
-5 -3 7 0.0110% $7.5 2.3 57.1% 70
-6 -3 6 -0.0161% $7.0 2.3 56.1% 66
-8 -2 8 0.0257% $7.1 2.3 55.2% 58
-8 -5 1 0.0052% $4.4 2.3 56.4% 204
-9 -5 10 0.0106% $6.5 2.3 57.9% 126
-7 -3 10 0.0050% $5.7 2.3 55.1% 265
-10 -3 10 0.0156% $5.8 2.3 59.0% 139
-8 -7 0 0.0101% $7.4 2.3 58.8% 68
-10 -5 9 0.0103% $5.5 2.3 58.3% 187
-7 -5 1 0.0112% $6.2 2.3 59.2% 71
-8 -5 7 0.0103% $6.6 2.3 59.5% 131
-8 -5 9 0.0052% $5.6 2.3 57.6% 191
-8 -3 4 0.0053% $5.2 2.3 56.1% 187
-9 -3 9 0.0224% $8.8 2.3 59.4% 69
-9 -5 10 0.0204% $7.3 2.3 59.1% 66
-6 -3 5 0.0051% $4.9 2.3 56.2% 251
-10 -9 0 -0.0104% $7.8 2.3 56.7% 67
-10 -7 9 0.0163% $8.4 2.3 58.3% 60
-8 -7 9 0.0052% $8.1 2.3 57.1% 119
-10 -7 1 0.0163% $8.0 2.2 56.1% 66
-8 -5 4 0.0160% $8.4 2.2 60.7% 61
-5 -3 6 0.0110% $7.2 2.2 58.8% 68
-8 -5 7 0.0052% $5.6 2.2 56.3% 190
-8 -5 3 0.0052% $4.9 2.2 56.8% 199
-7 -3 3 0.0107% $5.3 2.2 55.8% 138
-7 -5 4 0.0112% $7.3 2.2 59.1% 66
-10 -6 4 0.0204% $9.7 2.2 61.7% 60
-7 -3 8 0.0050% $5.3 2.2 57.6% 243
-8 -4 2 0.0104% $5.2 2.2 55.2% 134
-6 -3 5 -0.0161% $6.1 2.2 56.7% 67
-10 -3 8 0.0052% $4.2 2.2 57.6% 245
-10 -5 10 0.0152% $5.9 2.2 60.2% 128
-9 -3 5 0.0151% $6.0 2.2 57.0% 128
-10 -6 -2 0.0204% $4.9 2.2 62.1% 66
-10 -4 5 0.0102% $5.3 2.2 59.2% 184
-10 -6 10 0.0111% $6.9 2.2 59.7% 124
-6 -3 10 0.0155% $8.5 2.2 55.1% 69
-10 -8 6 -0.0055% $8.0 2.2 55.5% 119
-7 -5 10 0.0112% $7.5 2.2 55.2% 67
-9 -5 9 0.0106% $5.8 2.2 57.1% 126
-7 -5 2 0.0112% $6.6 2.2 58.8% 68
-9 -5 8 0.0204% $7.5 2.2 63.0% 54
-8 -3 5 0.0107% $5.2 2.2 58.1% 129
-8 -4 1 -0.0164% $6.4 2.2 57.6% 66
-8 -4 7 0.0168% $6.9 2.2 61.2% 67
-10 -4 7 0.0102% $4.9 2.1 55.1% 198
-9 -3 9 0.0055% $5.7 2.1 55.4% 193
-8 -7 10 0.0101% $9.5 2.1 57.4% 61
-9 -4 5 0.0213% $7.7 2.1 60.0% 60
-8 -5 7 0.0160% $7.7 2.1 65.7% 67
-10 -3 9 0.0156% $5.1 2.1 60.4% 139
-9 -4 2 0.0213% $6.8 2.1 58.7% 63
-6 -3 9 0.0155% $8.0 2.1 58.0% 69
-9 -5 5 0.0106% $6.1 2.1 57.5% 120
-9 -5 8 0.0106% $6.0 2.1 60.2% 118
-9 -5 6 0.0204% $7.0 2.1 56.5% 62
-6 -4 3 0.0056% $5.8 2.1 56.6% 129
-10 -3 10 0.0103% $4.7 2.1 56.2% 203
-10 -3 10 0.0052% $4.4 2.1 55.7% 262
-7 -5 7 0.0112% $6.7 2.1 60.3% 68
-9 -5 4 0.0106% $5.9 2.1 58.3% 120
-9 -4 6 0.0213% $6.9 2.1 58.3% 60
-8 -3 0 0.0207% $4.6 2.1 56.8% 74
-8 -4 10 0.0168% $7.1 2.1 60.6% 71
-8 -5 0 0.0103% $4.0 2.1 59.0% 139
-8 -7 3 0.0052% $6.9 2.0 55.9% 127
-10 -4 10 0.0154% $5.3 2.0 56.0% 134
-4 -3 8 0.0103% $7.2 2.0 58.3% 72
-5 -3 9 0.0110% $7.4 2.0 55.6% 72
-10 -3 8 0.0103% $4.3 2.0 58.2% 184
-8 -7 2 0.0101% $8.1 2.0 56.9% 65
-7 -4 2 0.0104% $4.8 2.0 55.6% 133
-5 -3 4 0.0110% $6.3 2.0 56.1% 66
-10 -6 5 0.0102% $5.7 2.0 55.1% 178
-9 -4 10 0.0213% $6.7 2.0 56.7% 67
-9 -5 9 0.0204% $6.2 2.0 59.1% 66
-10 -6 8 0.0204% $8.5 2.0 56.4% 55

@ES#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-8 -2 0 -0.1142% $79.5 5.6 66.7% 81
-6 -2 0 -0.1101% $82.6 5.4 66.7% 81
-10 -4 0 -0.1548% $104.5 5.3 61.7% 81
-10 -7 -6 0.1109% $31.2 4.9 65.4% 81
-10 -9 0 -0.0908% $127.2 4.8 58.0% 81
-10 -9 -8 -0.0908% $36.0 4.7 60.5% 81
-5 -4 0 -0.0755% $69.1 4.6 61.7% 81
-3 -2 0 -0.0471% $72.1 4.6 58.0% 81
-10 -4 0 -0.0872% $73.1 4.6 59.9% 162
-5 -2 0 -0.0589% $53.6 4.3 59.9% 162
-7 -2 0 -0.1117% $64.5 4.2 66.7% 81
-5 -2 0 -0.0942% $55.2 4.1 61.7% 81
-10 -7 -5 0.1109% $45.8 3.9 59.3% 81
-6 -2 2 -0.1101% $72.4 3.9 61.7% 81
-9 -7 -6 0.0599% $27.3 3.8 56.8% 81
-6 -2 1 -0.1101% $69.1 3.8 67.9% 81
-10 -9 4 -0.0908% $108.0 3.8 59.3% 81
-8 -2 2 -0.1142% $63.4 3.7 56.8% 81
-6 -2 0 -0.0642% $45.6 3.7 58.0% 162
-5 -2 9 0.0517% $59.5 3.7 60.5% 162
-10 -9 3 -0.0908% $104.5 3.7 55.6% 81
-10 -4 0 -0.0522% $51.0 3.7 56.2% 242
-5 -2 0 -0.0338% $45.4 3.6 57.9% 242
-4 -2 0 -0.0665% $61.1 3.6 55.6% 81
-8 -4 0 -0.1027% $63.9 3.6 59.3% 81
-3 -2 10 -0.0471% $91.2 3.6 59.3% 81
-5 -2 10 0.0517% $58.3 3.6 59.3% 162
-10 -2 0 -0.0965% $49.0 3.5 61.7% 162
-9 -3 0 -0.1281% $66.8 3.5 61.7% 81
-5 -2 8 0.0517% $57.9 3.5 61.1% 162
-10 -9 8 -0.0908% $117.0 3.5 55.6% 81
-8 -2 3 -0.1142% $56.3 3.5 63.0% 81
-10 -2 0 -0.1702% $61.0 3.5 64.2% 81
-3 -2 2 -0.0471% $71.1 3.5 61.7% 81
-10 -9 -5 0.0845% $46.1 3.4 55.6% 81
-10 -9 -1 -0.0908% $72.7 3.4 59.3% 81
-3 -2 9 -0.0471% $81.8 3.4 59.3% 81
-9 -4 0 -0.1238% $62.7 3.4 55.6% 81
-8 -2 4 -0.1142% $53.1 3.4 60.5% 81
-3 -2 8 -0.0471% $83.0 3.4 55.6% 81
-8 -2 0 -0.0694% $44.8 3.4 59.9% 162
-5 -2 2 0.0517% $49.3 3.3 56.2% 162
-10 -9 9 -0.0908% $108.5 3.3 55.6% 81
-9 -2 0 -0.1357% $54.6 3.3 61.7% 81
-10 -9 -2 -0.0908% $61.0 3.3 59.3% 81
-3 -2 1 -0.0471% $67.4 3.3 63.0% 81
-7 -2 2 -0.1117% $61.0 3.3 61.7% 81
-10 -9 7 -0.0908% $103.5 3.3 55.6% 81
-7 -4 0 -0.0908% $53.2 3.3 60.5% 81
-6 -2 5 -0.1101% $64.7 3.2 58.0% 81
-5 -2 2 0.0886% $58.2 3.2 60.5% 81
-10 -9 1 -0.0908% $90.7 3.2 56.8% 81
-6 -2 4 -0.1101% $59.1 3.2 61.7% 81
-5 -2 3 0.0886% $54.9 3.2 59.3% 81
-5 -2 4 0.0517% $47.0 3.2 60.5% 162
-10 -7 -5 0.0581% $29.8 3.2 56.2% 162
-5 -2 3 0.0517% $45.4 3.2 58.6% 162
-7 -2 1 -0.1117% $56.5 3.2 66.7% 81
-5 -2 4 0.0886% $56.8 3.2 63.0% 81
-8 -2 5 -0.1142% $52.8 3.1 58.0% 81
-6 -2 3 -0.1101% $56.6 3.1 66.7% 81
-4 -2 -1 -0.0665% $26.5 3.1 58.0% 81
-8 -7 -5 0.0477% $24.4 3.1 58.0% 81
-3 -2 3 -0.0471% $63.0 3.0 63.0% 81
-10 -9 -3 -0.0908% $52.2 3.0 63.0% 81
-8 -2 1 -0.1142% $49.1 3.0 59.3% 81
-3 -2 4 -0.0471% $64.0 3.0 58.0% 81
-10 -7 -5 0.0316% $24.0 3.0 55.4% 242
-10 -8 -5 0.0941% $36.3 3.0 56.8% 81
-10 -9 -8 -0.0530% $19.4 2.9 57.4% 162
-5 -2 7 0.0517% $47.5 2.9 60.5% 162
-10 -3 0 -0.1703% $57.6 2.9 63.0% 81
-6 -4 0 -0.0872% $46.9 2.9 61.7% 81
-5 -2 8 0.0886% $56.5 2.9 60.5% 81
-5 -2 9 0.0886% $56.3 2.9 61.7% 81
-10 -2 0 -0.0612% $34.3 2.8 56.6% 242
-5 -4 2 -0.0755% $50.5 2.8 56.8% 81
-6 -2 8 -0.1101% $61.6 2.8 59.3% 81
-7 -2 4 -0.1117% $48.5 2.8 63.0% 81
-6 -2 -1 -0.1101% $22.5 2.8 56.8% 81
-5 -2 1 0.0517% $38.7 2.8 55.6% 162
-3 -2 7 -0.0471% $65.7 2.8 55.6% 81
-9 -2 0 -0.0754% $38.2 2.8 59.3% 162
-7 -2 3 -0.1117% $50.3 2.7 67.9% 81
-8 -3 0 -0.0669% $41.4 2.7 56.8% 162
-5 -2 6 0.0517% $43.8 2.7 57.4% 162
-5 -2 10 0.0886% $54.3 2.7 59.3% 81
-10 -3 0 -0.0949% $42.5 2.7 55.6% 162
-5 -2 5 0.0517% $41.0 2.7 58.0% 162
-10 -4 1 -0.1548% $55.6 2.7 55.6% 81
-10 -8 -5 0.0536% $27.1 2.6 56.2% 162
-9 -2 3 0.1333% $47.1 2.6 63.0% 81
-7 -2 0 -0.0681% $35.4 2.6 58.6% 162
-8 -2 8 -0.1142% $52.3 2.6 55.6% 81
-5 -2 6 0.0886% $50.2 2.6 59.3% 81
-7 -2 5 -0.1117% $47.5 2.6 59.3% 81
-8 -3 0 -0.1088% $46.3 2.5 63.0% 81
-10 -4 6 -0.1548% $58.0 2.5 55.6% 81
-10 -7 8 0.1109% $61.0 2.5 56.8% 81
-5 -2 7 0.0886% $50.3 2.5 63.0% 81
-5 -2 9 0.0283% $39.3 2.5 58.7% 242
-5 -3 0 -0.0886% $41.8 2.5 61.7% 81
-6 -2 7 -0.1101% $53.9 2.5 59.3% 81
-5 -2 1 -0.0589% $36.7 2.5 58.0% 162
-5 -3 0 -0.0547% $34.8 2.5 55.6% 162
-8 -7 -5 0.0276% $17.0 2.5 58.0% 162
-10 -4 4 -0.1548% $53.4 2.5 55.6% 81
-8 -2 0 -0.0406% $30.0 2.4 57.0% 242
-5 -2 1 -0.0338% $34.7 2.4 55.4% 242
-8 -2 9 -0.1142% $46.6 2.4 58.0% 81
-5 -2 5 0.0886% $45.7 2.4 63.0% 81
-9 -2 0 -0.0464% $30.2 2.4 55.8% 242
-5 -2 10 0.0283% $38.2 2.4 56.2% 242
-6 -2 6 -0.1101% $50.9 2.4 58.0% 81
-8 -2 7 -0.1142% $45.4 2.4 55.6% 81
-10 -9 -6 0.0845% $26.1 2.4 58.0% 81
-8 -2 6 -0.1142% $43.4 2.3 58.0% 81
-5 -2 8 0.0283% $37.4 2.3 58.3% 242
-4 -2 9 0.0376% $37.3 2.3 58.0% 162
-7 -2 0 -0.0364% $28.3 2.3 56.2% 242
-6 -4 0 -0.0512% $33.0 2.3 55.6% 162
-9 -2 4 0.1333% $43.4 2.3 64.2% 81
-5 -2 1 0.0886% $40.1 2.3 60.5% 81
-10 -8 -5 0.0086% $18.2 2.3 55.4% 323
-6 -4 1 -0.0872% $41.8 2.2 55.6% 81
-8 -2 9 0.1336% $43.8 2.2 65.4% 81
-7 -2 2 0.0739% $37.1 2.2 58.0% 162
-7 -2 3 0.0739% $35.5 2.2 56.8% 162
-7 -3 0 -0.1074% $38.3 2.2 64.2% 81
-6 -2 10 -0.1101% $47.2 2.2 56.8% 81
-10 -9 -2 -0.0530% $34.6 2.2 56.8% 162
-8 -2 3 0.0815% $34.0 2.2 58.0% 162
-6 -2 3 0.1076% $41.8 2.2 59.3% 81
-7 -2 9 0.0739% $40.0 2.2 61.1% 162
-4 -2 9 0.0087% $28.9 2.1 57.6% 323
-7 -4 6 0.1080% $52.2 2.1 56.8% 81
-7 -4 2 0.1080% $49.5 2.1 58.0% 81
-6 -2 9 -0.1101% $44.4 2.1 56.8% 81
-6 -2 9 0.1076% $45.5 2.1 65.4% 81
-8 -2 9 0.0815% $37.9 2.1 61.7% 162
-7 -2 3 0.1261% $39.0 2.1 59.3% 81
-7 -2 8 0.0739% $38.9 2.1 59.9% 162
-8 -2 2 0.0815% $34.0 2.1 58.6% 162
-4 -2 9 0.0607% $37.5 2.0 59.3% 81
-4 -2 8 0.0376% $32.8 2.0 58.0% 162
-7 -4 3 0.1080% $46.6 2.0 55.6% 81
-6 -2 8 0.1076% $44.6 2.0 63.0% 81

@EU#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-5 -4 -1 0.0121% $13.9 5.2 57.3% 82
-7 -4 1 -0.0174% $17.6 4.2 59.8% 82
-7 -4 1 -0.0089% $12.9 3.8 55.8% 163
-8 -4 1 -0.0177% $15.7 3.7 59.8% 82
-10 -9 -2 0.0121% $15.9 3.6 57.3% 82
-7 -3 1 -0.0203% $13.8 3.5 57.3% 82
-9 -4 1 -0.0217% $14.6 3.4 59.8% 82
-10 -9 3 0.0121% $19.3 3.4 59.8% 82
-9 -3 2 -0.0132% $11.5 3.3 55.6% 162
-10 -3 1 -0.0162% $9.6 3.2 57.9% 164
-9 -3 1 -0.0132% $9.8 3.1 55.5% 164
-10 -9 -8 -0.0122% $5.0 3.0 56.1% 82
-8 -4 1 -0.0091% $10.1 3.0 56.1% 164
-9 -3 4 -0.0132% $11.1 3.0 61.0% 164
-10 -9 -3 0.0121% $9.5 2.9 57.3% 82
-7 -4 4 -0.0174% $14.4 2.9 58.5% 82
-7 -5 1 -0.0135% $12.7 2.9 62.2% 82
-8 -4 1 -0.0045% $8.3 2.9 55.3% 246
-10 -3 2 -0.0162% $9.4 2.9 55.2% 163
-9 -3 4 -0.0085% $9.7 2.9 58.5% 246
-9 -3 4 -0.0228% $14.2 2.9 62.2% 82
-8 -4 4 -0.0177% $13.9 2.9 59.8% 82
-9 -3 2 -0.0228% $12.8 2.8 57.3% 82
-10 -9 -4 0.0121% $8.5 2.8 58.5% 82
-10 -3 4 -0.0162% $10.1 2.8 60.4% 164
-10 -4 4 -0.0162% $10.7 2.8 57.9% 164
-9 -4 2 -0.0217% $13.3 2.8 56.1% 82
-10 -4 4 -0.0256% $13.3 2.8 56.1% 82
-10 -3 4 -0.0259% $12.8 2.7 63.4% 82
-10 -4 1 -0.0162% $9.2 2.7 55.5% 164
-9 -4 4 -0.0217% $13.9 2.7 63.4% 82
-8 -4 0 -0.0177% $8.7 2.7 61.0% 82
-7 -4 0 -0.0174% $9.1 2.6 59.8% 82
-6 -5 4 -0.0045% $10.1 2.5 56.1% 164
-7 -4 0 -0.0089% $7.1 2.5 56.1% 164
-9 -2 2 -0.0168% $6.8 2.5 55.2% 163
-7 -3 4 -0.0046% $8.2 2.5 55.7% 246
-9 -4 1 -0.0128% $8.7 2.5 57.9% 164
-7 -4 4 -0.0045% $8.5 2.4 55.3% 246
-9 -3 6 -0.0228% $11.1 2.4 58.5% 82
-10 -3 2 -0.0259% $10.1 2.4 57.3% 82
-9 -3 3 -0.0132% $8.2 2.4 59.1% 164
-7 -4 4 -0.0089% $9.6 2.4 55.5% 164
-7 -4 3 -0.0174% $10.8 2.3 59.8% 82
-7 -3 4 -0.0203% $11.5 2.3 61.0% 82
-9 -4 4 -0.0128% $9.4 2.3 58.5% 164
-8 -4 7 -0.0177% $10.0 2.3 57.3% 82
-9 -4 2 -0.0128% $8.7 2.3 55.2% 163
-8 -5 1 -0.0169% $10.4 2.2 61.0% 82
-10 -3 7 -0.0162% $7.5 2.2 55.5% 164
-8 -6 1 -0.0133% $12.4 2.2 61.0% 82
-9 -3 3 -0.0228% $9.7 2.2 57.3% 82
-10 -3 4 -0.0089% $7.0 2.1 58.1% 246
-9 -3 5 -0.0132% $8.1 2.1 55.2% 163
-10 -3 5 -0.0162% $7.7 2.1 55.5% 164
-7 -3 4 -0.0121% $8.2 2.1 55.5% 164
-10 -3 3 -0.0162% $6.9 2.1 57.3% 164
-8 -4 4 -0.0045% $7.3 2.1 56.1% 246
-10 -3 0 -0.0259% $6.4 2.0 56.1% 82
-7 -4 8 -0.0174% $10.6 2.0 56.8% 81
-9 -3 7 -0.0228% $9.8 2.0 59.8% 82

@GF#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-8 -7 2 0.0693% $51.2 4.1 56.0% 75
-8 -7 3 0.0693% $53.1 4.0 55.3% 76
-5 -3 4 0.0364% $42.6 3.6 60.6% 236
-5 -3 4 0.0177% $38.4 3.5 61.0% 313
-5 -3 3 0.0364% $37.3 3.3 55.1% 236
-5 -3 3 0.0177% $34.0 3.3 57.3% 314
-5 -3 4 0.0686% $41.0 3.2 61.1% 157
-5 -2 4 0.0815% $34.3 3.1 59.5% 158
-5 -4 4 0.0389% $39.6 3.1 58.0% 157
-5 -4 4 0.0332% $36.7 3.0 59.3% 236
-5 -2 4 0.0489% $30.8 3.0 57.2% 236
-5 -3 2 0.0177% $29.6 3.0 57.1% 312
-8 -3 4 0.0532% $35.4 3.0 58.9% 231
-5 -4 4 0.0703% $33.2 3.0 60.8% 79
-5 -3 2 0.0364% $31.1 2.9 55.5% 236
-5 -2 4 0.0179% $30.1 2.9 58.9% 314
-5 -3 3 0.0686% $35.7 2.9 55.4% 157
-5 -2 3 0.0815% $29.7 2.9 57.0% 158
-8 -3 3 0.0532% $32.4 2.8 56.9% 232
-5 -3 1 0.0177% $26.6 2.8 57.0% 314
-5 -4 2 0.0332% $30.7 2.8 57.5% 233
-5 -2 3 0.0489% $26.7 2.8 55.3% 237
-5 -3 1 0.0364% $28.3 2.8 55.5% 236
-5 -4 3 0.0332% $31.9 2.7 58.9% 236
-7 -6 4 0.0175% $34.2 2.7 58.6% 232
-9 -3 4 0.0991% $33.0 2.7 55.8% 154
-5 -4 3 0.0389% $33.2 2.7 59.2% 157
-4 -3 3 0.0171% $28.9 2.7 56.0% 316
-6 -3 4 0.1196% $40.5 2.7 58.8% 80
-8 -3 3 0.0185% $27.8 2.6 55.0% 309
-8 -2 4 0.0625% $29.6 2.6 57.5% 233
-8 -3 4 0.0185% $28.8 2.6 56.2% 308
-8 -4 4 0.0453% $33.1 2.6 59.1% 232
-5 -2 3 0.0179% $25.3 2.6 56.6% 316
-4 -3 4 0.0171% $29.6 2.6 59.9% 314
-7 -6 3 0.0175% $30.4 2.6 55.4% 233
-8 -6 3 0.0342% $28.0 2.6 57.3% 232
-8 -3 2 0.0532% $27.7 2.5 56.8% 229
-5 -4 2 0.0389% $29.5 2.5 56.1% 155
-8 -6 4 0.0342% $29.1 2.5 55.4% 231
-4 -3 3 0.0831% $33.9 2.5 58.2% 79
-5 -4 4 0.0171% $29.4 2.5 58.8% 313
-6 -3 4 0.0492% $30.1 2.5 58.8% 238
-6 -3 3 0.1196% $35.9 2.4 56.2% 80
-6 -3 3 0.0492% $28.0 2.4 57.1% 238
-9 -2 4 0.0680% $27.6 2.4 56.0% 232
-6 -2 4 0.1380% $33.6 2.4 60.0% 80
-7 -6 2 0.0175% $27.5 2.4 55.5% 229
-4 -3 4 0.0831% $33.3 2.4 61.5% 78
-4 -3 3 0.0515% $28.8 2.4 55.7% 158
-5 -4 1 0.0332% $25.6 2.4 56.2% 235
-8 -4 3 0.0453% $28.6 2.3 58.6% 232
-8 -3 4 0.0898% $30.0 2.3 55.8% 154
-4 -3 4 0.0515% $30.4 2.3 58.3% 156
-8 -3 3 0.0898% $27.9 2.2 56.1% 155
-6 -4 4 0.0351% $27.1 2.2 57.4% 235
-5 -4 3 0.0703% $23.6 2.2 60.8% 79
-5 -4 3 0.0171% $25.2 2.2 57.5% 313
-6 -3 4 0.0184% $25.3 2.2 55.7% 316
-8 -3 1 0.0532% $23.5 2.2 55.4% 231
-10 -2 4 0.1203% $26.3 2.2 57.0% 158
-5 -4 1 0.0389% $25.0 2.2 57.1% 156
-4 -3 2 0.0171% $22.3 2.1 55.7% 314
-5 -2 2 0.0179% $20.0 2.1 55.1% 312
-6 -4 3 0.0351% $24.2 2.1 57.4% 237
-5 -4 2 0.0171% $22.5 2.1 56.1% 310
-8 -2 4 0.0328% $21.5 2.0 55.3% 309

@HE#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -3 -2 0.2975% $9.9 5.4 56.6% 76
-7 -3 -1 0.2297% $9.5 3.6 55.1% 78
-7 -3 1 0.2297% $20.3 3.2 59.0% 78
-7 -2 0 0.2867% $17.4 3.1 59.7% 77
-9 -3 1 0.2975% $17.8 2.9 55.3% 76
-7 -2 1 0.2867% $17.0 2.8 57.1% 77
-5 -2 0 0.2425% $17.4 2.7 59.0% 78
-5 -2 1 0.2425% $16.0 2.5 57.7% 78
-8 -2 1 0.2962% $14.4 2.4 55.1% 78
-8 -3 0 -0.2797% $15.5 2.4 56.4% 78
-7 -3 2 0.2297% $15.5 2.3 56.4% 78
-9 -2 0 -0.3281% $16.5 2.2 57.1% 77
-8 -2 0 0.2962% $11.8 2.1 55.1% 78
-7 -2 2 0.2867% $12.7 2.1 57.1% 77

@JY#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-6 -3 -1 0.0164% $9.5 6.8 56.1% 82
-7 -3 0 0.0170% $13.3 6.8 61.0% 82
-6 -3 0 0.0164% $12.3 6.2 59.8% 82
-5 -3 0 0.0122% $13.3 5.7 57.3% 82
-5 -3 7 0.0122% $23.8 4.6 57.5% 80
-10 -3 0 0.0263% $10.8 4.5 56.1% 82
-6 -4 0 0.0160% $10.9 4.5 56.8% 81
-5 -3 5 0.0122% $18.5 4.4 61.0% 82
-5 -3 6 0.0122% $21.2 4.4 58.5% 82
-8 -4 10 -0.0210% $18.9 4.3 60.0% 80
-10 -8 0 0.0157% $12.9 4.3 63.0% 81
-4 -2 0 0.0161% $8.0 4.3 58.5% 82
-5 -2 0 0.0168% $7.8 4.3 56.1% 82
-5 -3 3 0.0122% $14.1 4.2 58.5% 82
-5 -3 4 0.0122% $15.5 4.1 58.5% 82
-8 -4 9 -0.0210% $18.3 4.1 58.8% 80
-5 -4 4 0.0108% $17.2 4.0 60.5% 81
-5 -4 0 0.0108% $11.1 4.0 56.8% 81
-8 -4 8 -0.0210% $17.7 4.0 58.0% 81
-5 -4 8 0.0108% $23.9 3.9 60.5% 81
-5 -4 3 0.0108% $15.5 3.9 57.5% 80
-5 -2 7 0.0168% $18.1 3.8 59.3% 81
-5 -4 10 0.0108% $24.2 3.7 60.5% 81
-5 -4 9 0.0108% $23.3 3.7 59.3% 81
-5 -4 5 0.0108% $17.2 3.7 56.8% 81
-5 -4 7 0.0108% $20.9 3.6 60.5% 81
-7 -4 0 0.0161% $8.5 3.4 56.8% 81
-6 -2 8 0.0215% $19.0 3.4 55.6% 81
-5 -2 6 0.0168% $15.3 3.4 58.5% 82
-7 -3 10 0.0170% $17.2 3.2 57.3% 82
-6 -2 7 0.0215% $15.5 3.1 63.7% 80
-7 -3 3 0.0170% $10.6 3.0 57.3% 82
-6 -2 9 0.0215% $17.2 3.0 56.1% 82
-7 -3 9 0.0170% $15.6 3.0 57.3% 82
-7 -3 4 0.0170% $11.3 2.9 56.1% 82
-6 -3 3 0.0164% $9.5 2.9 56.1% 82
-8 -4 6 -0.0210% $11.8 2.9 56.8% 81
-10 -3 6 -0.0279% $11.1 2.9 56.1% 82
-7 -3 7 0.0170% $12.6 2.7 57.3% 82
-8 -4 5 -0.0210% $11.3 2.7 56.8% 81
-7 -4 1 0.0161% $7.6 2.7 55.7% 79
-6 -3 8 -0.0167% $13.4 2.6 55.6% 81
-7 -3 6 0.0170% $11.7 2.6 56.1% 82
-6 -3 4 0.0164% $9.7 2.5 58.5% 82
-6 -5 4 -0.0108% $11.2 2.5 57.3% 82
-5 -4 10 0.0055% $12.5 2.5 56.2% 162
-5 -4 9 0.0055% $11.5 2.4 55.6% 162
-7 -3 5 0.0170% $10.0 2.3 59.8% 82
-5 -2 5 0.0168% $9.5 2.3 61.0% 82
-9 -3 8 -0.0266% $11.6 2.3 57.5% 80
-6 -2 6 0.0215% $10.3 2.2 59.8% 82
-6 -3 5 0.0164% $9.2 2.2 55.6% 81
-7 -4 5 -0.0168% $10.0 2.2 59.3% 81
-9 -3 5 -0.0266% $9.3 2.2 56.8% 81
-5 -2 4 0.0168% $7.8 2.1 56.1% 82
-7 -4 9 0.0161% $11.1 2.1 56.8% 81
-7 -4 10 -0.0168% $13.0 2.0 56.2% 80
-9 -3 9 -0.0266% $10.6 2.0 56.2% 80

@KC#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-5 -4 -2 0.1007% $27.4 5.9 61.0% 82
-5 -4 -1 -0.0991% $26.5 4.3 59.8% 82
-6 -4 -1 -0.1285% $24.7 3.8 58.5% 82
-5 -4 -2 0.0538% $16.1 3.6 55.8% 163
-7 -3 -2 0.2043% $10.2 3.4 55.6% 81
-9 -8 -1 0.0943% $21.1 3.3 55.6% 81
-9 -8 0 0.0943% $20.6 2.8 56.2% 80
-9 -8 2 0.0943% $18.0 2.5 56.2% 80
-9 -8 6 0.0943% $23.0 2.5 58.2% 79
-6 -4 1 -0.1285% $18.3 2.4 57.3% 82
-6 -4 4 -0.1285% $22.5 2.4 55.6% 81
-6 -4 0 -0.1285% $18.3 2.3 56.1% 82
-9 -8 5 0.0943% $17.6 2.2 63.0% 81

@KW#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-8 -6 -1 0.1216% $20.3 6.0 59.8% 82
-8 -6 0 0.1216% $16.8 3.8 56.1% 82
-9 -6 -1 0.1445% $13.0 3.3 62.2% 82
-9 -7 -1 0.1185% $13.0 2.8 56.1% 82

@LE#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -5 4 0.0229% $35.5 5.5 69.6% 319
-9 -8 4 0.0229% $38.4 5.2 65.7% 239
-7 -6 4 0.0192% $34.5 5.2 65.1% 318
-7 -6 4 0.0221% $36.7 5.1 64.4% 239
-7 -6 3 0.0192% $31.3 4.9 63.2% 318
-9 -5 3 0.0229% $31.3 4.9 65.2% 319
-9 -8 3 0.0229% $35.0 4.8 61.9% 239
-9 -5 4 0.0452% $33.6 4.8 67.8% 239
-9 -6 4 0.0424% $33.1 4.8 65.0% 240
-9 -4 4 0.0468% $31.5 4.8 66.1% 239
-7 -6 3 0.0221% $33.2 4.8 61.5% 239
-9 -8 4 0.0198% $32.9 4.7 65.1% 318
-7 -5 4 0.0207% $30.8 4.7 66.7% 318
-7 -6 2 0.0192% $28.5 4.6 60.3% 317
-9 -8 2 0.0229% $31.4 4.6 63.4% 238
-4 -3 4 0.0202% $29.1 4.6 62.8% 320
-8 -5 4 0.0208% $29.4 4.6 66.4% 318
-4 -3 4 0.0452% $33.2 4.6 58.1% 160
-9 -4 4 0.0230% $29.8 4.6 64.2% 318
-9 -6 4 0.0222% $30.6 4.5 63.3% 319
-8 -5 4 0.0405% $30.9 4.5 68.6% 239
-9 -7 4 0.0201% $31.2 4.5 64.0% 317
-4 -3 3 0.0452% $32.2 4.5 57.5% 160
-4 -2 4 0.1022% $34.0 4.5 58.8% 80
-10 -4 4 0.0927% $31.7 4.5 64.2% 159
-9 -5 2 0.0229% $27.5 4.5 65.4% 318
-8 -4 4 0.0438% $33.0 4.5 65.7% 239
-4 -2 3 0.0228% $25.4 4.5 58.8% 320
-8 -6 4 0.0197% $29.9 4.5 64.8% 318
-9 -8 3 0.0198% $30.3 4.5 61.3% 318
-7 -4 4 0.0221% $30.2 4.4 63.8% 318
-4 -2 4 0.0228% $26.2 4.4 61.9% 320
-6 -4 -3 0.0916% $9.4 4.4 56.2% 80
-7 -5 4 0.0588% $32.3 4.4 66.0% 159
-6 -4 4 0.0396% $32.3 4.4 64.0% 239
-4 -2 4 0.0670% $28.3 4.4 60.6% 160
-7 -6 2 0.0221% $29.3 4.4 59.4% 239
-6 -4 4 0.0208% $30.0 4.3 62.6% 318
-9 -5 4 0.0788% $29.0 4.3 63.1% 160
-4 -3 4 0.0236% $29.2 4.3 61.3% 240
-9 -5 3 0.0452% $29.5 4.3 64.0% 239
-4 -2 4 0.0454% $25.6 4.3 60.8% 240
-7 -3 4 0.0232% $28.7 4.3 61.6% 318
-8 -7 4 0.0396% $33.0 4.3 62.9% 159
-9 -3 4 0.0627% $29.7 4.3 61.1% 239
-9 -6 4 0.0633% $31.3 4.3 63.1% 160
-4 -2 3 0.1022% $31.5 4.3 60.0% 80
-8 -4 4 0.0222% $29.5 4.3 63.9% 319
-4 -3 2 0.0452% $28.1 4.3 58.8% 160
-10 -7 4 0.0208% $30.6 4.3 64.6% 316
-4 -3 3 0.0202% $26.7 4.2 61.9% 320
-7 -2 4 0.0387% $25.0 4.2 62.4% 319
-9 -4 3 0.0468% $27.4 4.2 62.3% 239
-8 -3 4 0.0233% $28.5 4.2 61.9% 318
-4 -2 3 0.0454% $24.5 4.2 59.2% 240
-7 -5 4 0.0254% $28.4 4.2 65.1% 238
-9 -6 4 0.1094% $32.3 4.2 63.7% 80
-9 -3 4 0.0255% $28.1 4.2 61.3% 318
-7 -5 3 0.0207% $26.8 4.2 63.8% 318
-9 -6 3 0.0424% $28.4 4.2 60.0% 240
-6 -4 3 0.0396% $30.1 4.2 62.8% 239
-10 -2 4 0.0414% $24.1 4.1 61.4% 319
-7 -6 4 0.0407% $30.3 4.1 61.6% 159
-9 -8 2 0.0198% $26.8 4.1 62.8% 317
-10 -5 4 0.0233% $27.7 4.1 65.1% 318
-9 -7 4 0.0242% $29.5 4.1 62.6% 238
-8 -5 3 0.0405% $27.4 4.1 64.4% 239
-8 -7 3 0.0396% $30.8 4.1 65.4% 159
-10 -4 3 0.0927% $28.6 4.1 60.4% 159
-10 -3 4 0.0252% $26.9 4.1 60.5% 319
-10 -5 4 0.0491% $26.6 4.1 64.9% 239
-9 -4 3 0.0230% $25.9 4.1 61.0% 318
-9 -5 3 0.0788% $26.7 4.1 60.0% 160
-4 -3 3 0.0236% $27.3 4.0 60.8% 240
-9 -8 4 0.0413% $30.2 4.0 63.5% 159
-4 -2 3 0.0670% $25.6 4.0 58.1% 160
-7 -4 3 0.0221% $26.5 4.0 61.6% 318
-4 -2 2 0.0228% $22.1 4.0 57.8% 320
-8 -5 3 0.0208% $25.3 4.0 62.9% 318
-8 -4 3 0.0438% $29.0 4.0 62.3% 239
-7 -4 4 0.0418% $28.2 4.0 64.7% 238
-9 -2 4 0.0423% $24.0 4.0 61.1% 319
-7 -6 3 0.0407% $29.0 4.0 57.9% 159
-7 -3 3 0.0232% $26.3 4.0 60.7% 318
-9 -2 4 0.0778% $24.5 4.0 61.7% 240
-9 -7 3 0.0201% $27.2 4.0 63.1% 317
-9 -6 3 0.0222% $26.6 4.0 58.6% 319
-9 -5 2 0.0452% $25.7 4.0 64.4% 239
-10 -7 3 0.0208% $27.9 4.0 63.9% 316
-9 -3 3 0.0627% $26.8 3.9 60.7% 239
-7 -6 1 0.0192% $22.6 3.9 61.3% 318
-4 -3 2 0.0202% $23.1 3.9 60.3% 320
-10 -4 4 0.0229% $27.0 3.9 62.9% 318
-6 -4 3 0.0208% $26.6 3.9 61.6% 318
-8 -4 2 0.0438% $26.5 3.9 60.7% 239
-9 -6 2 0.0424% $25.8 3.9 59.2% 240
-8 -6 3 0.0197% $25.8 3.9 61.6% 318
-10 -6 4 0.0220% $26.6 3.9 63.0% 316
-7 -5 3 0.0588% $28.1 3.9 61.0% 159
-7 -6 2 0.0407% $27.0 3.9 56.6% 159
-4 -2 2 0.0454% $21.8 3.9 56.7% 240
-9 -6 3 0.0633% $27.8 3.9 58.8% 160
-7 -5 2 0.0207% $23.4 3.8 64.7% 317
-7 -2 3 0.0387% $22.4 3.8 60.2% 319
-7 -3 2 0.0232% $23.5 3.8 61.2% 317
-9 -4 4 0.0836% $26.9 3.8 63.5% 159
-4 -3 2 0.0236% $24.0 3.8 59.2% 240
-8 -4 3 0.0222% $25.7 3.8 61.8% 319
-7 -6 1 0.0221% $23.6 3.8 61.1% 239
-8 -3 3 0.0233% $25.4 3.8 61.6% 318
-9 -8 3 0.0413% $28.0 3.8 59.7% 159
-9 -3 2 0.0627% $24.1 3.8 61.9% 239
-10 -4 4 0.0599% $26.7 3.8 63.1% 236
-10 -3 3 0.0252% $24.2 3.8 58.3% 319
-8 -6 4 0.0237% $26.9 3.8 61.9% 239
-5 -2 4 0.0227% $22.6 3.8 60.3% 320
-8 -6 2 0.0197% $23.7 3.8 60.1% 318
-8 -5 2 0.0405% $23.8 3.8 64.9% 239
-8 -7 -1 0.0396% $15.4 3.7 58.5% 159
-8 -4 4 0.0710% $28.9 3.7 63.1% 160
-8 -7 2 0.0396% $27.4 3.7 61.6% 159
-9 -6 3 0.1094% $29.0 3.7 60.0% 80
-9 -3 3 0.0255% $24.7 3.7 60.4% 318
-9 -7 3 0.0242% $26.3 3.7 62.2% 238
-8 -3 2 0.0233% $23.2 3.7 61.6% 318
-9 -4 2 0.0468% $22.9 3.7 59.0% 239
-10 -3 4 0.1132% $26.5 3.7 58.8% 160
-9 -7 2 0.0201% $24.4 3.7 61.5% 317
-6 -3 4 0.0223% $24.9 3.7 59.6% 319
-7 -4 2 0.0221% $23.0 3.7 59.6% 317
-9 -6 2 0.0222% $23.8 3.7 57.1% 319
-10 -8 4 0.0207% $27.9 3.7 62.5% 317
-6 -4 2 0.0396% $25.1 3.7 61.1% 239
-8 -4 2 0.0222% $23.3 3.7 59.9% 319
-8 -5 2 0.0208% $21.9 3.7 62.6% 318
-10 -5 4 0.0841% $25.8 3.7 61.0% 159
-9 -4 2 0.0230% $22.2 3.7 59.0% 317
-7 -5 3 0.0254% $24.4 3.7 60.5% 238
-8 -7 -2 0.0396% $13.3 3.7 55.3% 159
-10 -5 3 0.0233% $24.0 3.6 60.7% 318
-9 -7 4 0.0475% $27.6 3.6 63.5% 159
-9 -5 1 0.0229% $20.6 3.6 60.8% 319
-10 -6 4 0.0445% $26.1 3.6 61.3% 238
-10 -4 2 0.0927% $23.7 3.6 58.5% 159
-6 -5 4 0.0221% $24.5 3.6 65.3% 239
-10 -7 2 0.0208% $24.4 3.6 62.3% 316
-10 -4 3 0.0229% $24.3 3.6 61.9% 318
-10 -5 3 0.0491% $23.3 3.6 61.1% 239
-9 -8 2 0.0413% $25.5 3.6 62.3% 159
-5 -3 4 0.0202% $23.9 3.6 59.2% 319
-8 -2 4 0.0392% $21.3 3.6 60.8% 319
-3 -2 4 0.0196% $20.7 3.6 62.3% 321
-9 -5 2 0.0788% $22.7 3.6 61.3% 160
-10 -6 3 0.0220% $24.1 3.6 60.1% 316
-5 -3 4 0.0398% $25.1 3.6 57.7% 239
-10 -2 3 0.0414% $20.3 3.6 58.9% 319
-5 -2 3 0.0227% $20.7 3.6 59.4% 320
-9 -6 2 0.0633% $24.8 3.6 58.1% 160
-7 -4 4 0.0701% $26.9 3.6 62.3% 159
-10 -8 3 0.0207% $25.9 3.5 59.9% 317
-9 -5 3 0.1372% $26.7 3.5 56.2% 80
-9 -2 3 0.0778% $21.0 3.5 60.8% 240
-7 -4 3 0.0418% $24.3 3.5 60.9% 238
-8 -3 4 0.0508% $25.2 3.5 59.8% 239
-7 -5 2 0.0588% $24.2 3.5 62.9% 159
-9 -2 3 0.0423% $20.4 3.5 59.2% 319
-6 -3 3 0.0223% $22.9 3.5 58.9% 319
-7 -3 4 0.0467% $24.9 3.5 57.7% 239
-9 -3 2 0.0255% $21.6 3.5 60.7% 318
-10 -4 3 0.0599% $24.1 3.5 60.2% 236
-5 -3 3 0.0202% $22.2 3.5 59.2% 319
-7 -2 2 0.0387% $19.2 3.4 58.8% 318
-10 -3 4 0.0677% $23.6 3.4 58.2% 239
-5 -3 3 0.0398% $23.4 3.4 59.0% 239
-4 -2 2 0.0670% $21.4 3.4 55.6% 160
-10 -3 2 0.0252% $20.5 3.4 59.2% 319
-7 -6 1 0.0407% $21.9 3.4 57.9% 159
-9 -8 1 0.0229% $21.8 3.4 59.0% 239
-7 -6 4 0.0676% $28.1 3.4 57.5% 80
-8 -6 3 0.0237% $23.8 3.4 59.0% 239
-8 -4 3 0.0710% $25.7 3.4 59.4% 160
-3 -2 4 0.0696% $23.6 3.4 56.8% 81
-10 -5 3 0.0841% $23.7 3.4 57.9% 159
-10 -2 4 0.0695% $21.0 3.4 59.0% 239
-10 -3 3 0.1132% $23.8 3.4 56.2% 160
-10 -7 4 0.0420% $25.9 3.4 61.6% 237
-8 -7 4 0.0212% $24.3 3.4 60.1% 238
-6 -4 2 0.0208% $21.5 3.4 60.6% 317
-9 -5 4 0.1372% $25.4 3.4 58.8% 80
-7 -5 1 0.0207% $19.1 3.3 61.6% 318
-9 -3 4 0.1041% $25.8 3.3 56.6% 159
-9 -7 2 0.0242% $23.0 3.3 59.2% 238
-10 -6 2 0.0220% $21.1 3.3 57.3% 316
-8 -2 3 0.0392% $19.1 3.3 58.3% 319
-8 -4 2 0.0710% $23.7 3.3 61.3% 160
-9 -6 2 0.1094% $24.9 3.3 58.8% 80
-8 -3 3 0.0508% $23.5 3.3 60.3% 239
-4 -2 2 0.1022% $24.1 3.3 56.2% 80
-3 -2 3 0.0196% $18.0 3.3 60.1% 321
-8 -3 2 0.0508% $21.8 3.3 61.1% 239
-10 -6 3 0.0445% $23.0 3.3 58.4% 238
-7 -4 2 0.0418% $21.3 3.3 60.1% 238
-6 -5 3 0.0221% $21.6 3.2 62.8% 239
-10 -6 4 0.0798% $24.7 3.2 58.5% 159
-10 -5 2 0.0491% $19.7 3.2 61.1% 239
-10 -5 2 0.0233% $20.3 3.2 61.0% 318
-5 -3 2 0.0202% $19.1 3.2 58.3% 319
-9 -8 1 0.0198% $19.2 3.2 58.5% 318
-7 -5 2 0.0254% $20.3 3.2 61.3% 238
-10 -5 -1 0.0841% $11.3 3.2 57.2% 159
-10 -3 3 0.0677% $21.5 3.2 56.9% 239
-7 -3 3 0.0467% $22.3 3.2 56.5% 239
-9 -7 -1 0.0475% $13.7 3.2 57.2% 159
-10 -4 2 0.0229% $20.1 3.2 59.4% 318
-3 -2 3 0.0696% $21.0 3.2 56.8% 81
-10 -9 4 0.0226% $24.4 3.2 59.7% 238
-10 -7 3 0.0420% $24.2 3.2 61.6% 237
-8 -7 1 0.0396% $21.4 3.1 57.9% 159
-9 -4 3 0.0836% $21.6 3.1 57.2% 159
-8 -6 2 0.0237% $21.0 3.1 58.2% 239
-3 -2 4 0.0234% $18.8 3.1 61.0% 241
-10 -8 2 0.0207% $21.8 3.1 59.6% 317
-9 -3 3 0.1041% $23.5 3.1 57.9% 159
-8 -5 4 0.0662% $23.2 3.1 65.4% 159
-6 -5 4 0.0401% $21.4 3.1 66.0% 159
-10 -4 2 0.0599% $20.4 3.1 58.9% 236
-6 -3 2 0.0223% $19.1 3.1 59.1% 318
-9 -7 3 0.0475% $23.1 3.1 62.3% 159
-5 -3 2 0.0398% $19.6 3.1 58.2% 239
-7 -4 3 0.0701% $23.5 3.1 58.5% 159
-5 -2 2 0.0227% $17.1 3.1 57.1% 319
-6 -2 4 0.0234% $18.4 3.1 59.1% 320
-8 -6 1 0.0197% $17.9 3.1 60.1% 318
-8 -7 3 0.0212% $21.8 3.1 60.9% 238
-8 -2 4 0.0680% $19.5 3.1 59.0% 239
-6 -3 4 0.0430% $22.2 3.1 56.1% 239
-10 -6 2 0.0445% $20.6 3.0 56.7% 238
-9 -7 1 0.0201% $18.7 3.0 59.3% 317
-9 -6 1 0.0424% $18.3 3.0 56.7% 240
-9 -5 1 0.0452% $18.2 3.0 59.4% 239
-10 -3 2 0.1132% $20.1 3.0 56.9% 160
-5 -4 4 0.0218% $22.7 3.0 59.0% 239
-7 -3 2 0.0467% $19.7 3.0 56.1% 239
-10 -9 3 0.0226% $22.7 3.0 57.6% 238
-3 -2 4 0.0453% $19.1 3.0 59.6% 161
-8 -5 1 0.0405% $17.4 3.0 60.7% 239
-6 -2 3 0.0234% $17.1 3.0 57.2% 320
-8 -4 1 0.0438% $18.9 3.0 59.4% 239
-10 -5 2 0.0841% $19.8 3.0 59.7% 159
-7 -2 4 0.0610% $19.0 3.0 58.6% 239
-10 -2 3 0.0695% $17.7 2.9 57.3% 239
-7 -6 1 0.0676% $22.0 2.9 57.5% 80
-10 -5 4 0.1434% $22.4 2.9 58.8% 80
-9 -5 2 0.1372% $21.4 2.9 61.3% 80
-6 -3 3 0.0430% $20.5 2.9 55.6% 239
-3 -2 3 0.0234% $16.5 2.9 59.3% 241
-8 -2 2 0.0392% $16.0 2.9 57.7% 319
-5 -4 3 0.0218% $21.3 2.9 59.4% 239
-9 -7 -1 0.0242% $11.9 2.9 55.5% 238
-10 -2 2 0.0414% $15.8 2.9 57.1% 319
-9 -5 1 0.0788% $16.2 2.9 56.9% 160
-10 -6 3 0.0798% $21.7 2.9 55.3% 159
-9 -2 2 0.0423% $16.0 2.8 57.5% 318
-7 -4 2 0.0701% $20.3 2.8 57.9% 159
-9 -2 2 0.0778% $16.2 2.8 59.0% 239
-9 -3 2 0.1041% $19.9 2.8 57.9% 159
-9 -6 1 0.0222% $16.7 2.8 55.2% 319
-10 -3 2 0.0677% $17.8 2.8 57.3% 239
-9 -2 4 0.1133% $18.6 2.8 56.2% 160
-9 -6 1 0.0633% $17.6 2.8 56.2% 160
-8 -5 3 0.0662% $20.6 2.8 61.6% 159
-10 -7 2 0.0420% $20.3 2.8 59.5% 237
-7 -5 1 0.0588% $17.7 2.8 61.6% 159
-7 -4 1 0.0221% $16.6 2.8 57.5% 318
-9 -7 1 0.0242% $17.8 2.8 58.4% 238
-6 -4 1 0.0396% $17.6 2.8 59.4% 239
-6 -5 3 0.0401% $18.5 2.8 62.9% 159
-10 -7 1 0.0208% $17.4 2.8 59.5% 316
-8 -2 3 0.0680% $17.2 2.8 55.2% 239
-5 -4 4 0.0420% $23.2 2.7 58.8% 160
-9 -5 -1 0.1372% $10.0 2.7 60.0% 80
-9 -4 2 0.0836% $17.8 2.7 56.0% 159
-8 -3 1 0.0233% $15.8 2.7 59.4% 318
-3 -2 3 0.0453% $16.8 2.7 60.2% 161
-6 -4 4 0.0583% $21.1 2.7 61.6% 159
-8 -5 1 0.0208% $15.3 2.7 58.8% 318
-8 -7 2 0.0212% $18.4 2.7 57.1% 238
-6 -2 4 0.0588% $16.9 2.7 55.8% 240
-9 -4 1 0.0468% $15.4 2.7 57.7% 239
-4 -3 1 0.0202% $15.2 2.7 59.4% 320
-7 -3 1 0.0232% $15.4 2.7 58.5% 318
-9 -7 2 0.0475% $19.3 2.7 58.5% 159
-5 -4 3 0.0420% $21.9 2.7 57.5% 160
-9 -8 1 0.0413% $17.5 2.7 57.9% 159
-8 -4 1 0.0222% $15.8 2.6 58.0% 319
-4 -2 1 0.0228% $14.1 2.6 56.9% 320
-9 -4 1 0.0230% $14.9 2.6 57.5% 318
-10 -8 4 0.0400% $19.9 2.6 60.1% 238
-8 -2 4 0.1020% $17.5 2.6 56.9% 160
-9 -8 4 0.0671% $21.6 2.6 57.5% 80
-6 -2 3 0.0588% $15.9 2.6 55.8% 240
-7 -3 4 0.0834% $20.6 2.6 56.0% 159
-7 -2 3 0.0610% $16.5 2.6 56.1% 239
-6 -2 2 0.0234% $14.2 2.6 55.8% 319
-7 -5 1 0.0254% $15.4 2.6 59.2% 238
-6 -2 4 0.0831% $17.7 2.6 56.2% 160
-10 -3 4 0.1683% $22.4 2.6 57.5% 80
-8 -6 4 0.0472% $18.5 2.5 56.6% 159
-10 -4 4 0.1526% $21.4 2.5 58.8% 80
-4 -3 1 0.0236% $15.2 2.5 60.4% 240
-5 -4 2 0.0218% $17.7 2.5 56.1% 239
-10 -2 4 0.1208% $16.5 2.5 55.6% 160
-5 -2 4 0.0452% $15.9 2.5 56.1% 239
-6 -5 2 0.0221% $15.9 2.5 63.0% 238
-8 -4 1 0.0710% $16.9 2.5 56.9% 160
-6 -4 1 0.0208% $15.2 2.5 57.9% 318
-7 -4 4 0.1147% $22.4 2.5 56.2% 80
-10 -8 3 0.0400% $18.3 2.5 56.7% 238
-4 -3 1 0.0452% $15.6 2.5 59.4% 160
-7 -4 1 0.0418% $15.5 2.5 57.6% 238
-10 -9 2 0.0226% $17.9 2.5 55.9% 238
-6 -4 3 0.0583% $18.8 2.5 59.1% 159
-10 -5 1 0.0491% $13.7 2.4 56.5% 239
-8 -2 2 0.0680% $14.5 2.4 56.1% 239
-8 -5 2 0.0662% $16.7 2.4 62.3% 159
-10 -5 1 0.0233% $14.2 2.4 57.5% 318
-9 -3 1 0.0627% $14.2 2.4 60.7% 239
-8 -6 1 0.0237% $14.4 2.4 56.9% 239
-10 -6 1 0.0220% $14.1 2.4 56.6% 316
-7 -2 2 0.0610% $14.0 2.3 55.9% 238
-9 -8 0 0.0229% $15.6 2.3 55.6% 239
-10 -5 2 0.1434% $17.1 2.3 56.2% 80
-9 -3 1 0.0255% $13.2 2.3 59.1% 318
-10 -7 -1 0.0208% $8.7 2.2 56.0% 316
-6 -2 3 0.0831% $15.2 2.2 56.9% 160
-10 -8 1 0.0207% $14.7 2.2 55.5% 317
-10 -4 1 0.0927% $13.3 2.2 56.6% 159
-4 -2 1 0.0454% $12.0 2.2 55.8% 240
-10 -6 1 0.0445% $13.5 2.2 56.3% 238
-8 -4 4 0.1261% $20.2 2.2 56.2% 80
-7 -5 4 0.0895% $15.9 2.1 62.5% 80
-10 -4 1 0.0229% $12.6 2.1 57.2% 318
-7 -5 3 0.0895% $15.9 2.1 56.2% 80
-8 -3 1 0.0508% $12.8 2.1 58.6% 239
-9 -4 4 0.1414% $16.5 2.1 60.0% 80
-10 -8 2 0.0400% $14.5 2.1 56.7% 238
-8 -7 4 0.0628% $17.8 2.1 57.5% 80
-10 -3 1 0.0252% $11.6 2.0 55.8% 319

@MFS#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -9 9 0.0248% $65.4 6.5 65.2% 89
-10 -9 10 0.0248% $65.0 6.3 66.3% 89
-10 -9 8 0.0248% $56.6 6.2 63.9% 97
-10 -9 -5 0.0458% $33.1 6.1 65.4% 81
-10 -9 -3 0.0458% $40.2 5.9 59.3% 81
-8 -4 8 0.0747% $44.0 5.4 60.0% 50
-10 -9 -1 -0.0554% $46.6 5.4 64.2% 81
-10 -7 8 0.0632% $51.1 5.4 67.9% 53
-10 -9 5 0.0248% $46.2 5.3 63.4% 112
-7 -3 10 -0.0680% $47.4 5.3 61.0% 41
-10 -5 8 0.0869% $45.6 5.2 65.5% 55
-10 -9 -2 -0.0554% $43.3 5.2 65.0% 80
-7 -3 9 -0.0680% $47.3 5.1 63.4% 41
-9 -4 8 -0.0772% $45.5 5.0 59.2% 49
-10 -9 -4 0.0458% $33.2 4.9 59.3% 81
-10 -7 9 0.0367% $47.6 4.9 63.9% 97
-7 -3 8 -0.0680% $38.8 4.9 62.8% 43
-10 -7 8 0.0367% $43.2 4.9 66.3% 98
-10 -7 10 0.0367% $48.2 4.8 66.0% 97
-9 -4 9 -0.0772% $62.7 4.8 56.1% 41
-7 -4 9 -0.0587% $41.3 4.8 57.8% 45
-10 -7 9 0.0632% $52.1 4.8 66.7% 54
-10 -9 6 0.0248% $42.8 4.8 61.0% 105
-10 -9 8 0.0458% $50.7 4.7 62.0% 50
-10 -9 9 0.0458% $56.1 4.7 62.5% 48
-10 -7 9 0.0217% $42.3 4.7 65.0% 140
-10 -4 8 0.0925% $35.8 4.7 66.0% 53
-6 -3 8 -0.0644% $39.6 4.7 65.0% 40
-10 -8 9 0.0157% $45.3 4.7 63.2% 133
-10 -8 -1 -0.0668% $40.2 4.6 65.0% 80
-10 -7 10 0.0632% $52.5 4.6 68.5% 54
-10 -9 -2 0.0458% $34.9 4.6 60.5% 81
-10 -7 10 0.0217% $42.0 4.6 65.7% 140
-10 -8 -5 0.0567% $22.9 4.6 60.0% 80
-7 -4 10 -0.0587% $38.0 4.6 55.6% 45
-10 -9 -3 -0.0554% $32.7 4.5 67.5% 80
-10 -8 10 0.0157% $45.3 4.5 60.9% 133
-10 -9 10 0.0458% $54.6 4.5 64.6% 48
-10 -8 -3 0.0567% $30.6 4.5 58.8% 80
-9 -4 10 -0.0772% $63.5 4.5 56.1% 41
-10 -9 -5 0.0248% $20.7 4.5 59.6% 161
-10 -8 -2 0.0567% $33.0 4.5 62.5% 80
-10 -9 0 0.0248% $37.1 4.4 60.9% 161
-10 -9 0 0.0152% $35.6 4.4 61.4% 241
-4 -2 0 0.0512% $28.9 4.4 60.5% 81
-10 -9 -8 -0.0554% $12.9 4.4 57.5% 80
-10 -8 5 0.0157% $36.8 4.4 62.4% 170
-10 -9 -3 0.0248% $25.7 4.3 55.9% 161
-9 -4 8 0.0788% $34.1 4.3 62.5% 56
-10 -6 8 0.0748% $41.7 4.3 59.2% 49
-10 -9 7 0.0248% $39.1 4.3 61.9% 97
-10 -8 9 0.0567% $50.4 4.3 69.1% 55
-10 -9 0 0.0055% $31.5 4.3 61.1% 321
-10 -9 8 0.0055% $38.6 4.2 62.6% 190
-10 -9 6 0.0055% $34.9 4.2 61.6% 211
-10 -8 8 0.0157% $37.2 4.2 62.4% 141
-10 -9 3 0.0248% $34.3 4.2 60.5% 129
-10 -7 -5 0.0632% $15.3 4.1 56.2% 80
-10 -9 8 0.0152% $40.8 4.1 62.2% 148
-10 -9 7 0.0055% $32.8 4.1 64.9% 188
-10 -7 8 0.0217% $34.0 4.1 65.0% 143
-10 -8 10 0.0567% $50.0 4.1 67.3% 55
-10 -8 10 0.0297% $44.1 4.1 62.0% 92
-10 -8 9 0.0054% $37.6 4.1 62.9% 178
-10 -8 9 0.0297% $43.0 4.1 63.0% 92
-3 -2 0 0.0356% $19.3 4.1 63.0% 81
-10 -9 0 0.0458% $41.5 4.0 61.7% 81
-10 -9 -8 -0.0155% $8.6 4.0 56.9% 239
-10 -8 8 0.0054% $34.2 4.0 63.1% 187
-10 -7 7 0.0632% $41.1 4.0 65.3% 49
-10 -9 5 0.0055% $35.6 4.0 63.1% 225
-10 -6 8 0.0431% $36.2 4.0 63.4% 101
-10 -8 8 0.0567% $42.3 4.0 67.9% 53
-10 -9 6 0.0152% $35.5 4.0 59.3% 162
-10 -8 5 0.0054% $32.1 4.0 63.0% 227
-10 -8 -2 -0.0668% $33.7 4.0 58.8% 80
-10 -8 6 0.0157% $35.1 4.0 63.9% 155
-10 -8 10 0.0054% $37.2 4.0 60.7% 178
-10 -8 -4 0.0567% $24.1 3.9 62.5% 80
-10 -7 -3 0.0632% $24.2 3.9 57.5% 80
-10 -9 -2 0.0152% $22.9 3.9 55.2% 241
-10 -9 -3 0.0152% $20.5 3.9 56.0% 241
-3 -2 0 0.0245% $16.0 3.9 58.4% 161
-10 -3 8 0.0608% $26.3 3.8 56.9% 102
-10 -8 8 -0.0668% $55.9 3.8 60.0% 40
-10 -8 3 -0.0668% $43.3 3.8 57.8% 64
-9 -5 8 0.0403% $30.0 3.7 63.0% 100
-7 -4 -1 -0.0587% $20.5 3.7 61.7% 81
-10 -7 8 -0.0746% $42.1 3.7 58.5% 41
-10 -9 -4 0.0248% $20.4 3.7 55.9% 161
-4 -2 0 0.0208% $18.4 3.7 61.2% 242
-10 -9 7 0.0152% $31.3 3.7 62.1% 145
-10 -7 7 0.0367% $32.5 3.7 62.6% 99
-3 -2 0 0.0061% $15.1 3.7 59.6% 322
-4 -2 0 0.0312% $20.4 3.7 59.6% 161
-10 -9 2 0.0248% $30.1 3.7 59.9% 142
-10 -3 8 0.1000% $30.9 3.7 55.6% 54
-8 -3 8 -0.0743% $29.9 3.7 60.5% 43
-10 -8 9 -0.0668% $51.4 3.7 55.6% 45
-10 -8 0 0.0157% $28.5 3.7 60.8% 240
-10 -9 3 0.0055% $29.0 3.7 61.6% 263
-8 -4 8 0.0435% $29.0 3.6 56.6% 99
-10 -7 10 -0.0746% $56.8 3.6 56.1% 41
-10 -5 8 0.0315% $26.8 3.6 63.3% 150
-10 -9 4 0.0248% $31.3 3.6 56.1% 123
-10 -9 5 0.0152% $34.6 3.6 62.0% 171
-10 -8 6 0.0054% $30.8 3.6 63.1% 203
-5 -4 -1 -0.0454% $19.3 3.6 59.3% 81
-10 -8 -5 0.0297% $14.2 3.6 55.6% 160
-10 -6 10 0.0748% $41.2 3.6 62.5% 56
-10 -8 10 -0.0668% $49.3 3.6 57.8% 45
-8 -5 8 0.0371% $30.7 3.6 58.9% 95
-10 -8 5 0.0567% $36.9 3.6 64.5% 62
-10 -7 9 -0.0746% $52.7 3.6 56.1% 41
-10 -9 -5 0.0152% $15.2 3.6 58.5% 241
-10 -8 0 -0.0668% $40.0 3.6 59.5% 79
-10 -8 5 0.0297% $31.4 3.6 61.7% 115
-10 -9 1 0.0248% $27.3 3.6 59.0% 156
-10 -6 9 0.0748% $39.7 3.6 62.5% 56
-10 -9 5 0.0458% $33.9 3.6 61.3% 62
-10 -7 9 0.0092% $31.4 3.6 60.9% 184
-10 -5 8 0.0158% $24.6 3.5 60.6% 193
-10 -9 0 -0.0554% $38.1 3.5 58.8% 80
-10 -8 3 0.0157% $28.5 3.5 60.8% 194
-10 -9 9 0.0055% $36.5 3.5 62.3% 191
-9 -5 8 0.0650% $30.2 3.5 63.0% 54
-10 -7 6 0.0217% $30.4 3.5 65.6% 157
-3 -2 0 0.0152% $14.8 3.5 59.5% 242
-10 -9 3 -0.0554% $39.8 3.5 59.4% 64
-10 -9 1 0.0055% $24.8 3.5 60.0% 310
-10 -8 0 0.0054% $25.5 3.5 60.0% 320
-8 -2 10 0.0925% $30.0 3.5 66.7% 48
-10 -4 8 0.0157% $24.7 3.4 61.4% 202
-10 -8 -2 0.0297% $20.7 3.4 56.2% 160
-8 -4 4 0.0747% $31.0 3.4 57.8% 64
-10 -3 10 0.0608% $29.0 3.4 63.5% 96
-10 -4 8 0.0341% $25.0 3.4 60.8% 153
-4 -2 0 0.0108% $16.4 3.4 59.6% 322
-10 -9 9 0.0152% $38.9 3.4 62.9% 140
-8 -2 9 0.0925% $29.4 3.4 64.6% 48
-10 -7 -5 0.0367% $10.2 3.4 55.6% 160
-10 -7 10 0.0092% $30.3 3.4 60.9% 184
-10 -9 3 0.0152% $28.7 3.3 60.6% 198
-10 -9 -4 0.0152% $16.3 3.3 55.2% 241
-10 -4 8 0.0536% $25.0 3.3 59.8% 102
-10 -9 2 0.0055% $25.8 3.3 60.8% 283
-9 -3 8 0.0856% $24.3 3.3 55.9% 59
-9 -2 9 0.0198% $20.5 3.3 62.0% 187
-10 -4 9 0.0341% $27.2 3.3 63.1% 141
-10 -7 5 0.0217% $27.7 3.3 64.2% 176
-10 -6 9 0.0267% $30.2 3.3 62.4% 149
-10 -5 9 0.0158% $24.7 3.3 59.0% 188
-8 -5 8 0.0147% $23.7 3.3 60.6% 180
-10 -9 6 0.0458% $32.5 3.3 64.9% 57
-10 -5 9 0.0315% $26.8 3.3 61.1% 144
-10 -9 1 0.0152% $25.1 3.3 60.0% 235
-10 -6 8 0.0267% $27.7 3.3 62.6% 147
-10 -3 9 0.0608% $27.3 3.3 62.5% 96
-10 -6 10 0.0267% $30.2 3.2 61.7% 149
-10 -8 8 0.0297% $29.5 3.2 60.8% 97
-10 -5 10 0.0315% $27.5 3.2 58.3% 144
-10 -7 -2 0.0632% $20.9 3.2 57.5% 80
-7 -4 0 -0.0587% $27.7 3.2 56.2% 80
-10 -4 10 0.0925% $32.4 3.2 70.7% 58
-10 -9 10 0.0055% $35.5 3.2 61.8% 191
-10 -8 2 0.0157% $26.0 3.2 60.0% 210
-10 -4 10 0.0341% $27.1 3.2 61.7% 141
-6 -3 9 -0.0644% $28.4 3.2 55.8% 43
-10 -8 0 0.0297% $27.8 3.2 60.0% 160
-10 -9 -3 -0.0155% $17.4 3.2 56.9% 239
-10 -8 3 0.0054% $24.9 3.2 59.8% 261
-10 -9 -4 -0.0554% $21.1 3.2 63.0% 81
-10 -7 5 0.0367% $28.3 3.2 61.4% 127
-10 -9 -3 -0.0295% $18.7 3.2 57.2% 159
-9 -2 9 0.0377% $21.1 3.2 63.0% 135
-10 -5 8 0.0491% $25.4 3.2 61.3% 106
-10 -8 -3 0.0157% $15.7 3.2 56.2% 240
-10 -9 4 0.0458% $31.0 3.2 60.3% 68
-9 -2 10 0.0603% $22.6 3.2 61.5% 91
-10 -7 9 -0.0449% $39.6 3.2 57.0% 86
-9 -2 9 0.0603% $22.7 3.2 62.6% 91
-10 -5 10 0.0158% $24.5 3.2 56.9% 188
-9 -2 10 0.0377% $21.1 3.2 62.2% 135
-9 -2 10 0.0198% $19.5 3.1 62.0% 187
-10 -7 6 0.0367% $28.7 3.1 63.9% 108
-10 -8 -2 0.0157% $17.0 3.1 57.5% 240
-8 -5 8 0.0232% $23.9 3.1 60.1% 138
-10 -2 10 0.0401% $21.7 3.1 62.6% 139
-10 -4 10 0.0536% $28.3 3.1 64.1% 103
-10 -5 9 0.0491% $28.7 3.1 61.6% 99
-10 -7 3 0.0367% $25.3 3.1 62.0% 129
-7 -4 8 0.0226% $24.3 3.1 61.3% 142
-10 -7 3 0.0217% $23.7 3.1 59.6% 193
-10 -5 10 0.0869% $34.0 3.1 61.4% 57
-10 -5 10 0.0491% $29.3 3.1 59.6% 99
-10 -6 8 0.0108% $24.3 3.1 61.5% 195
-10 -9 10 0.0152% $37.5 3.1 62.1% 140
-7 -3 9 -0.0390% $22.7 3.1 55.4% 83
-9 -4 8 0.0469% $24.2 3.1 59.4% 101
-10 -9 2 0.0152% $25.4 3.0 60.7% 214
-10 -5 9 0.0869% $32.7 3.0 61.4% 57
-9 -4 10 0.0788% $31.4 3.0 66.7% 51
-10 -4 9 0.0536% $27.1 3.0 64.1% 103
-10 -4 9 0.0925% $29.7 3.0 69.0% 58
-10 -9 -5 0.0055% $11.7 3.0 55.1% 321
-10 -2 9 0.0401% $20.8 3.0 64.0% 139
-10 -9 -1 0.0152% $19.9 3.0 56.4% 241
-10 -8 -2 0.0054% $15.5 3.0 56.6% 320
-10 -3 8 0.0376% $21.1 3.0 56.0% 159
-10 -7 7 0.0217% $24.9 3.0 61.1% 144
-10 -4 9 0.0157% $23.4 3.0 62.0% 184
-7 -2 3 -0.0852% $18.9 3.0 57.6% 66
-10 -8 -4 0.0297% $14.5 3.0 55.6% 160
-9 -4 7 0.0788% $25.0 3.0 61.5% 52
-10 -8 6 0.0297% $27.4 3.0 62.2% 111
-10 -8 -3 -0.0668% $20.4 3.0 60.0% 80
-10 -8 7 0.0054% $23.8 3.0 61.6% 190
-9 -4 9 0.0788% $29.5 3.0 64.7% 51
-10 -6 9 0.0431% $30.2 3.0 62.4% 101
-10 -8 2 0.0054% $22.7 2.9 59.3% 280
-10 -9 -6 0.0458% $15.2 2.9 56.8% 81
-10 -4 5 0.0157% $20.6 2.9 61.4% 241
-3 -2 3 0.0245% $15.1 2.9 55.8% 129
-10 -8 1 0.0157% $21.7 2.9 58.8% 233
-7 -4 7 0.0127% $18.9 2.9 60.4% 202
-10 -2 10 0.0689% $22.8 2.9 63.2% 95
-10 -6 10 0.0431% $30.2 2.9 62.4% 101
-10 -6 9 -0.0802% $45.8 2.9 56.8% 44
-10 -5 8 -0.0907% $35.2 2.9 55.3% 47
-10 -9 -1 0.0248% $20.5 2.9 55.3% 161
-10 -4 0 0.0157% $17.9 2.9 60.4% 321
-10 -2 9 0.0223% $18.4 2.9 62.3% 183
-10 -3 10 0.1000% $29.5 2.9 61.4% 57
-10 -4 10 0.0157% $22.9 2.9 60.3% 184
-10 -8 4 0.0157% $23.3 2.9 57.6% 177
-9 -3 0 0.0155% $17.2 2.9 60.9% 320
-10 -4 -1 -0.0582% $13.3 2.8 55.9% 161
-10 -4 3 0.0157% $17.2 2.8 58.3% 266
-10 -2 10 0.0223% $18.2 2.8 61.7% 183
-9 -8 -5 0.0261% $14.2 2.8 57.0% 79
-9 -6 8 0.0097% $21.3 2.8 63.2% 190
-10 -7 8 0.0092% $23.4 2.8 59.7% 191
-10 -2 0 0.0223% $14.1 2.8 57.5% 322
-8 -2 9 0.0371% $18.9 2.8 62.3% 138
-3 -2 3 0.0356% $16.8 2.8 55.2% 67
-10 -8 -1 0.0157% $17.0 2.8 57.9% 240
-10 -3 9 0.1000% $27.8 2.8 59.6% 57
-9 -5 10 0.0650% $29.7 2.8 58.0% 50
-10 -8 -1 0.0054% $16.0 2.8 57.2% 320
-8 -2 10 0.0371% $18.7 2.8 61.6% 138
-10 -8 -4 0.0157% $12.1 2.8 55.8% 240
-10 -7 6 0.0092% $23.4 2.8 63.3% 210
-9 -4 -1 -0.0772% $14.9 2.7 56.8% 81
-10 -8 0 0.0567% $29.7 2.7 61.3% 80
-9 -3 10 0.0504% $23.9 2.7 59.1% 93
-10 -4 3 0.0536% $18.3 2.7 60.2% 133
-10 -9 -1 0.0055% $16.7 2.7 56.7% 321
-10 -9 3 0.0458% $25.5 2.7 59.7% 67
-7 -6 8 0.0054% $22.3 2.7 60.8% 181
-9 -3 10 0.0856% $26.5 2.7 58.5% 53
-10 -6 9 0.0108% $23.6 2.7 60.2% 186
-8 -5 8 0.0641% $26.2 2.7 60.8% 51
-10 -2 0 0.0401% $15.0 2.7 57.9% 242
-10 -4 4 0.0925% $22.5 2.7 61.5% 65
-10 -9 -1 0.0458% $23.3 2.7 60.5% 81
-10 -7 5 0.0092% $22.6 2.7 62.5% 232
-10 -8 7 0.0157% $22.6 2.7 59.4% 143
-10 -8 -1 -0.0396% $19.8 2.7 56.9% 160
-10 -7 7 0.0092% $22.2 2.7 61.6% 190
-9 -5 8 0.0247% $20.4 2.7 60.4% 139
-9 -4 8 0.0140% $19.0 2.7 59.9% 192
-10 -8 -1 0.0297% $18.5 2.7 56.9% 160
-3 -2 5 0.0245% $15.2 2.7 61.9% 113
-10 -8 4 0.0054% $20.9 2.7 57.4% 235
-8 -2 7 0.0925% $17.9 2.7 64.6% 48
-10 -9 1 -0.0554% $32.9 2.7 59.5% 79
-4 -3 -2 -0.0304% $9.3 2.7 55.6% 81
-9 -5 10 0.0403% $25.6 2.7 56.7% 97
-6 -4 -1 -0.0554% $12.5 2.7 58.0% 81
-10 -8 -1 0.0567% $22.6 2.7 65.0% 80
-10 -6 10 0.0108% $23.2 2.7 59.1% 186
-10 -6 6 0.0108% $21.2 2.7 63.0% 219
-8 -4 8 0.0267% $19.6 2.7 56.6% 145
-10 -6 5 0.0431% $23.1 2.6 61.5% 130
-9 -6 8 0.0202% $21.3 2.6 61.6% 146
-7 -4 7 0.0226% $18.0 2.6 58.3% 151
-8 -4 5 0.0747% $26.1 2.6 58.6% 70
-8 -4 7 0.0747% $21.6 2.6 57.7% 52
-8 -4 9 0.0146% $20.6 2.6 60.6% 180
-7 -2 9 -0.0852% $21.9 2.6 56.4% 39
-10 -7 3 0.0092% $19.6 2.6 59.4% 266
-10 -3 9 0.0376% $21.1 2.6 60.8% 143
-10 -2 9 0.0689% $20.4 2.6 64.2% 95
-6 -2 0 -0.0820% $17.2 2.6 65.0% 80
-6 -5 -4 -0.0280% $8.0 2.6 56.8% 81
-8 -4 5 0.0146% $18.9 2.6 60.1% 238
-10 -4 5 0.0341% $19.2 2.6 61.5% 179
-9 -6 8 0.0321% $22.9 2.6 61.4% 101
-9 -4 8 0.0277% $19.4 2.6 59.3% 145
-8 -4 8 0.0146% $18.7 2.6 59.0% 188
-9 -5 8 0.0105% $18.6 2.6 60.0% 195
-7 -3 3 -0.0680% $20.0 2.6 55.4% 65
-9 -5 9 0.0403% $23.9 2.6 57.7% 97
-10 -6 6 0.0267% $22.1 2.6 64.5% 169
-8 -2 9 0.0201% $16.3 2.6 60.8% 181
-9 -5 9 0.0650% $26.6 2.6 58.0% 50
-10 -2 8 0.0401% $15.9 2.6 55.6% 153
-10 -8 6 0.0567% $27.5 2.6 63.6% 66
-10 -5 -3 -0.0907% $13.0 2.6 55.6% 81
-10 -3 10 0.0376% $20.9 2.6 59.4% 143
-10 -6 5 0.0748% $25.3 2.6 58.5% 65
-10 -8 -2 -0.0396% $17.7 2.6 56.2% 160
-9 -3 8 0.0155% $16.5 2.5 56.7% 194
-10 -5 -3 -0.0474% $11.0 2.5 55.9% 161
-10 -3 9 0.0203% $18.5 2.5 60.4% 187
-9 -2 10 0.0928% $21.8 2.5 60.8% 51
-10 -9 4 0.0055% $20.5 2.5 56.9% 246
-8 -2 0 0.0371% $13.8 2.5 57.3% 241
-9 -3 9 0.0504% $21.5 2.5 58.1% 93
-3 -2 3 0.0152% $12.4 2.5 55.1% 196
-10 -4 6 0.0157% $18.4 2.5 59.7% 221
-8 -7 7 0.0196% $22.7 2.5 65.3% 98
-8 -2 0 0.0594% $15.7 2.5 57.1% 161
-9 -6 7 0.0097% $18.1 2.5 62.6% 203
-10 -8 -3 -0.0396% $14.2 2.5 55.6% 160
-8 -4 10 0.0146% $20.1 2.5 59.4% 180
-8 -2 10 0.0201% $15.7 2.5 60.8% 181
-8 -4 0 0.0146% $15.3 2.5 59.4% 318
-10 -4 4 0.0157% $15.4 2.5 59.8% 241
-7 -4 0 0.0127% $15.4 2.5 57.5% 320
-5 -3 7 0.0053% $15.2 2.5 62.1% 195
-10 -3 0 0.0376% $16.0 2.5 59.3% 241
-7 -3 6 -0.0680% $20.3 2.5 55.8% 52
-10 -4 5 0.0536% $19.5 2.5 63.9% 122
-10 -7 5 -0.0746% $31.5 2.4 55.7% 61
-10 -4 -1 -0.1058% $13.6 2.4 59.3% 81
-10 -4 2 0.0157% $15.3 2.4 56.1% 287
-10 -7 5 0.0632% $25.2 2.4 65.1% 63
-9 -4 5 0.0469% $20.5 2.4 59.7% 129
-10 -4 -2 0.0157% $7.6 2.4 55.6% 322
-10 -9 -6 0.0248% $10.0 2.4 55.9% 161
-8 -4 7 0.0146% $16.8 2.4 60.7% 196
-10 -3 8 0.0203% $16.0 2.4 55.4% 202
-9 -4 0 0.0140% $14.9 2.4 59.4% 320
-10 -8 4 0.0567% $24.9 2.4 60.0% 65
-9 -2 0 0.0198% $11.9 2.4 57.1% 319
-9 -2 0 0.0377% $13.0 2.4 56.7% 240
-10 -7 -1 -0.0746% $18.4 2.4 62.5% 80
-10 -3 10 0.0203% $17.9 2.4 58.8% 187
-10 -8 5 -0.0668% $33.7 2.4 60.0% 60
-10 -2 10 0.1115% $21.0 2.4 62.3% 53
-10 -2 0 0.0689% $15.0 2.4 56.5% 161
-7 -5 8 0.0197% $20.4 2.4 59.3% 135
-10 -7 0 0.0632% $24.1 2.4 61.3% 80
-9 -7 8 0.0245% $24.0 2.4 66.0% 100
-10 -6 6 0.0431% $22.1 2.4 63.8% 116
-10 -8 3 0.0297% $20.4 2.4 59.1% 132
-9 -3 9 0.0856% $22.7 2.4 56.6% 53
-5 -2 0 0.0123% $12.0 2.4 56.5% 322
-10 -4 7 0.0157% $16.2 2.4 60.1% 203
-10 -8 1 0.0054% $17.3 2.4 57.3% 309
-8 -5 9 0.0147% $18.9 2.4 57.3% 192
-9 -4 9 0.0140% $18.8 2.4 58.9% 180
-10 -7 2 0.0367% $19.3 2.4 61.7% 141
-10 -4 4 0.0341% $15.5 2.4 59.9% 177
-10 -5 7 0.0491% $18.3 2.4 61.6% 112
-10 -7 0 0.0367% $19.4 2.3 60.6% 160
-3 -2 5 0.0152% $13.3 2.3 59.0% 178
-10 -7 2 0.0217% $18.3 2.3 60.8% 209
-10 -5 5 0.0158% $16.1 2.3 60.3% 239
-6 -2 0 0.0153% $11.8 2.3 57.1% 322
-10 -8 -6 0.0567% $7.7 2.3 60.0% 80
-7 -4 8 0.0127% $17.6 2.3 60.0% 185
-10 -7 0 0.0092% $17.9 2.3 60.9% 320
-7 -2 0 -0.0852% $14.8 2.3 60.8% 79
-9 -6 8 0.0538% $25.9 2.3 60.9% 46
-9 -4 5 0.0788% $22.3 2.3 59.4% 69
-10 -8 4 0.0297% $20.2 2.3 57.9% 121
-10 -8 7 0.0567% $25.4 2.3 61.5% 52
-9 -4 10 0.0469% $21.7 2.3 59.4% 96
-7 -2 9 -0.0487% $17.5 2.3 57.5% 87
-8 -5 10 0.0147% $18.4 2.3 55.7% 192
-8 -4 10 0.0747% $23.7 2.3 62.3% 53
-8 -4 5 0.0267% $17.0 2.3 56.4% 179
-10 -3 0 0.0203% $13.7 2.3 57.5% 322
-8 -6 8 0.0197% $18.5 2.3 59.9% 137
-3 -2 3 0.0061% $10.8 2.3 55.4% 258
-10 -4 7 0.0925% $19.5 2.3 63.0% 54
-8 -6 8 0.0295% $20.6 2.3 60.6% 94
-10 -4 3 0.0341% $14.2 2.3 56.8% 199
-10 -4 3 0.0925% $17.4 2.3 58.9% 73
-10 -6 7 0.0431% $20.3 2.3 62.9% 105
-9 -4 10 0.0140% $18.6 2.3 57.2% 180
-10 -5 0 0.0315% $15.4 2.3 58.5% 241
-8 -3 0 0.0154% $13.8 2.3 59.1% 320
-10 -6 7 0.0108% $17.4 2.3 60.7% 201
-10 -6 0 0.0431% $18.7 2.2 60.9% 161
-7 -6 8 0.0105% $19.7 2.2 58.7% 138
-10 -6 0 0.0267% $17.1 2.2 60.6% 241
-8 -2 10 0.0594% $16.9 2.2 60.9% 92
-9 -4 4 0.0469% $16.9 2.2 59.7% 124
-9 -4 7 0.0140% $15.4 2.2 61.1% 208
-6 -4 7 0.0056% $14.8 2.2 61.2% 188
-10 -7 8 -0.0449% $25.2 2.2 55.4% 83
-7 -2 0 0.0197% $11.3 2.2 56.6% 320
-9 -3 7 0.0155% $14.1 2.2 60.8% 209
-3 -2 6 0.0356% $14.3 2.2 60.0% 60
-7 -4 0 0.0226% $15.2 2.2 56.7% 240
-8 -2 9 0.0594% $16.6 2.2 60.9% 92
-8 -3 9 0.0154% $17.1 2.2 61.9% 189
-7 -2 10 -0.0487% $16.4 2.2 57.5% 87
-7 -5 8 0.0319% $21.3 2.2 56.1% 98
-4 -3 -1 -0.0304% $10.4 2.2 55.6% 81
-8 -5 5 0.0147% $15.6 2.2 58.9% 253
-10 -5 7 0.0869% $20.5 2.2 63.6% 55
-10 -4 0 0.0341% $14.5 2.2 58.5% 241
-10 -9 4 -0.0554% $27.0 2.2 60.9% 69
-9 -4 3 -0.0772% $17.8 2.2 59.7% 67
-10 -5 5 -0.0907% $27.7 2.2 55.7% 61
-10 -6 7 0.0748% $21.8 2.2 62.0% 50
-10 -7 0 0.0217% $17.7 2.2 59.2% 240
-6 -3 7 0.0098% $13.8 2.2 59.4% 192
-6 -3 9 -0.0397% $17.2 2.2 55.8% 86
-10 -6 5 0.0108% $16.8 2.2 58.3% 240
-10 -5 0 0.0158% $13.4 2.2 56.8% 322
-10 -2 5 0.0401% $13.4 2.2 58.6% 181
-10 -4 4 0.0536% $14.9 2.2 60.5% 119
-9 -2 9 0.0928% $18.4 2.2 60.8% 51
-8 -6 7 0.0197% $17.0 2.2 58.4% 154
-9 -7 10 0.0425% $26.0 2.2 65.3% 49
-9 -4 5 0.0140% $15.8 2.1 59.3% 241
-9 -4 9 0.0469% $19.7 2.1 58.3% 96
-5 -4 -3 -0.0454% $6.7 2.1 55.6% 81
-10 -5 7 0.0158% $14.3 2.1 58.5% 207
-8 -7 8 0.0196% $18.9 2.1 65.2% 89
-9 -4 9 0.0277% $18.2 2.1 59.7% 134
-8 -3 10 0.0154% $16.3 2.1 59.3% 189
-5 -4 0 0.0052% $13.5 2.1 57.8% 322
-10 -2 9 0.1115% $18.2 2.1 64.2% 53
-8 -4 9 0.0267% $17.7 2.1 58.4% 137
-9 -7 10 0.0245% $24.0 2.1 64.2% 95
-8 -2 0 -0.0906% $13.6 2.1 60.0% 80
-8 -3 7 0.0154% $13.5 2.1 59.5% 205
-9 -4 10 0.0277% $18.5 2.1 59.0% 134
-8 -2 0 0.0201% $10.6 2.1 56.7% 321
-10 -6 0 0.0108% $15.6 2.1 59.0% 322
-10 -8 7 -0.0668% $26.3 2.1 55.8% 52
-9 -2 7 0.0603% $12.5 2.1 58.6% 99
-10 -7 4 0.0217% $16.8 2.1 58.0% 176
-10 -7 -1 -0.0449% $14.1 2.1 56.2% 160
-8 -7 5 0.0196% $18.5 2.1 64.1% 131
-9 -7 8 0.0425% $21.6 2.1 66.7% 48
-7 -5 8 0.0526% $20.9 2.1 55.8% 52
-8 -4 0 0.0747% $18.7 2.1 55.6% 81
-6 -2 0 0.0472% $12.6 2.1 57.1% 161
-10 -7 6 0.0632% $21.4 2.1 61.3% 62
-10 -4 -2 0.0536% $7.7 2.1 58.4% 161
-10 -2 5 0.0223% $12.1 2.1 57.6% 238
-8 -5 9 0.0641% $22.8 2.1 56.2% 48
-5 -2 7 0.0123% $11.3 2.1 62.4% 189
-4 -3 7 0.0051% $12.2 2.0 57.1% 210
-10 -2 3 0.0223% $10.0 2.0 55.3% 275
-9 -4 4 0.0788% $18.8 2.0 56.2% 64
-10 -2 2 0.0401% $10.7 2.0 56.0% 218
-10 -7 2 0.0092% $15.6 2.0 61.1% 280
-10 -4 0 0.0536% $14.5 2.0 59.6% 161
-10 -4 -2 0.0341% $6.8 2.0 55.4% 242
-4 -3 0 0.0051% $12.4 2.0 58.2% 323
-8 -5 7 0.0147% $13.9 2.0 57.5% 214
-8 -4 9 0.0747% $20.5 2.0 60.4% 53
-8 -4 10 0.0435% $18.9 2.0 56.8% 95
-3 -2 2 0.0152% $10.5 2.0 57.0% 221
-9 -2 7 0.0198% $11.0 2.0 59.8% 204
-10 -3 5 0.0376% $14.7 2.0 58.2% 182
-8 -7 5 0.0051% $16.9 2.0 62.3% 247
-10 -9 1 0.0458% $17.7 2.0 58.2% 79
-8 -4 10 0.0267% $17.4 2.0 57.7% 137
-9 -7 9 0.0245% $22.8 2.0 62.1% 95
-8 -5 10 0.0641% $22.6 2.0 56.2% 48
-10 -6 5 0.0267% $16.4 2.0 58.5% 188
-3 -2 5 0.0061% $11.1 2.0 55.8% 224
-10 -3 0 0.0608% $14.1 2.0 57.8% 161
-7 -4 5 0.0127% $15.5 2.0 59.5% 237

@MME#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -7 -6 0.0791% $8.5 5.1 58.0% 81
-10 -4 -2 -0.1090% $11.4 5.0 58.0% 81
-10 -7 -5 0.0791% $12.1 5.0 56.8% 81
-10 -7 9 0.0791% $30.0 4.6 59.7% 67
-7 -4 -1 -0.0695% $13.8 4.5 61.7% 81
-10 -7 10 0.0791% $27.3 4.4 62.7% 67
-8 -7 8 0.0359% $20.8 4.2 59.1% 66
-10 -4 -1 -0.1090% $13.2 4.2 58.0% 81
-10 -7 -3 0.0791% $14.7 4.2 58.0% 81
-10 -7 4 0.0791% $24.4 4.2 62.3% 77
-8 -7 6 0.0359% $20.1 4.2 56.8% 74
-10 -7 0 0.0791% $24.9 4.0 56.8% 81
-10 -9 9 -0.0629% $26.9 4.0 55.2% 67
-8 -7 4 0.0359% $18.8 4.0 57.9% 76
-10 -7 8 0.0791% $27.6 3.9 63.4% 71
-8 -7 7 0.0359% $18.1 3.9 58.6% 70
-8 -4 4 0.0941% $16.6 3.9 64.9% 74
-8 -7 10 0.0359% $17.2 3.8 58.8% 68
-5 -4 -2 -0.0496% $8.9 3.8 58.0% 81
-8 -4 3 0.0941% $17.7 3.8 63.2% 76
-8 -4 -1 -0.0769% $12.1 3.8 56.8% 81
-8 -7 4 0.0221% $16.7 3.8 56.3% 151
-8 -7 9 0.0359% $17.1 3.7 60.3% 68
-10 -7 2 0.0791% $22.4 3.7 57.5% 80
-9 -4 -1 -0.0902% $11.8 3.6 56.8% 81
-10 -7 -4 0.0791% $12.7 3.6 58.0% 81
-10 -9 8 0.0594% $16.8 3.6 57.7% 71
-8 -7 2 0.0359% $14.9 3.5 60.8% 79
-7 -3 -1 -0.0820% $9.5 3.5 58.0% 81
-8 -4 0 0.0941% $20.4 3.5 59.3% 81
-10 -9 9 0.0594% $17.7 3.5 58.3% 72
-10 -8 0 -0.0756% $18.5 3.4 58.0% 81
-8 -3 3 -0.0830% $15.9 3.4 55.8% 77
-10 -7 7 0.0791% $22.0 3.4 58.3% 72
-10 -3 -2 -0.1249% $5.7 3.4 56.8% 81
-5 -4 -1 -0.0496% $9.6 3.3 61.7% 81
-8 -7 2 0.0221% $14.6 3.3 55.7% 158
-10 -6 -1 -0.0882% $14.2 3.3 55.6% 81
-8 -7 3 0.0359% $14.3 3.2 60.0% 75
-8 -7 4 0.0114% $14.2 3.2 55.7% 230
-10 -7 4 0.0441% $16.8 3.2 60.4% 149
-10 -9 7 0.0594% $14.2 3.2 56.3% 71
-8 -7 0 0.0359% $15.3 3.2 56.8% 81
-8 -7 8 0.0221% $15.0 3.1 57.9% 140
-10 -7 8 0.0441% $19.0 3.1 57.7% 142
-10 -6 6 -0.0882% $21.8 3.1 56.2% 73
-10 -4 -1 -0.0692% $8.8 3.1 55.6% 162
-10 -7 3 0.0791% $19.8 3.1 58.2% 79
-10 -7 6 0.0791% $19.3 3.1 59.5% 74
-10 -4 -3 0.1223% $4.5 3.0 55.6% 81
-5 -4 -3 -0.0496% $4.8 3.0 55.6% 81
-8 -7 10 0.0221% $14.2 3.0 57.5% 134
-7 -4 -2 -0.0695% $7.2 3.0 55.6% 81
-8 -7 6 0.0221% $14.1 3.0 55.0% 149
-8 -7 2 0.0114% $13.3 3.0 56.4% 236
-8 -4 -1 -0.0477% $8.1 3.0 55.6% 162
-8 -7 9 0.0221% $13.8 3.0 56.7% 134
-8 -3 -1 -0.0830% $7.9 3.0 58.0% 81
-10 -7 5 0.0791% $17.6 3.0 55.1% 78
-10 -9 10 0.0594% $15.1 2.9 56.9% 72
-10 -9 6 0.0594% $13.1 2.9 57.1% 70
-8 -7 6 0.0114% $13.4 2.9 55.7% 219
-10 -7 8 0.0262% $16.1 2.9 56.8% 206
-10 -4 6 -0.1090% $16.7 2.9 56.2% 73
-10 -7 4 0.0262% $13.3 2.8 57.5% 221
-10 -8 9 -0.0756% $18.3 2.8 55.6% 72
-10 -8 -5 0.0690% $9.0 2.7 55.6% 81
-10 -7 9 0.0441% $15.8 2.7 56.2% 137
-10 -7 5 0.0441% $14.1 2.6 56.8% 155
-10 -7 2 0.0441% $13.8 2.6 56.0% 159
-8 -6 5 -0.0525% $19.1 2.6 55.3% 76
-10 -4 9 -0.1090% $14.7 2.6 55.6% 72
-8 -7 10 0.0114% $12.1 2.6 55.2% 203
-8 -5 0 0.0717% $15.8 2.6 55.6% 81
-8 -7 0 0.0114% $12.2 2.6 55.6% 243
-8 -7 1 0.0359% $11.5 2.5 57.0% 79
-6 -4 -1 -0.0637% $7.1 2.5 55.6% 81
-10 -7 3 0.0441% $13.8 2.5 56.5% 154
-10 -7 2 0.0262% $11.8 2.4 56.1% 237
-10 -5 0 0.0187% $10.6 2.4 55.9% 324
-10 -7 9 0.0262% $12.8 2.4 55.9% 213
-10 -9 5 0.0594% $11.7 2.4 55.3% 76
-10 -4 10 -0.1090% $13.9 2.4 58.3% 72
-10 -7 8 0.0095% $12.1 2.4 55.7% 282
-10 -9 8 0.0345% $12.8 2.4 59.6% 141
-8 -7 8 0.0114% $11.3 2.4 55.1% 214
-10 -7 5 0.0262% $11.5 2.4 56.3% 231
-8 -7 7 0.0114% $11.2 2.4 55.8% 217
-10 -7 1 0.0791% $14.1 2.4 55.7% 79
-10 -7 7 0.0441% $13.5 2.4 55.4% 148
-10 -9 4 0.0594% $12.0 2.3 55.1% 78
-8 -4 8 0.0941% $12.9 2.3 58.1% 74
-10 -9 3 0.0594% $12.2 2.3 59.0% 78
-8 -4 9 0.0941% $12.5 2.3 66.7% 63
-10 -7 10 0.0441% $13.3 2.3 56.2% 137
-8 -4 10 -0.0769% $18.9 2.3 61.4% 70
-10 -7 4 0.0095% $10.3 2.3 55.6% 302
-10 -9 4 -0.0629% $15.4 2.3 55.1% 78
-10 -7 6 0.0441% $12.7 2.3 58.1% 148
-5 -4 3 -0.0496% $9.9 2.3 55.1% 78
-8 -7 1 0.0221% $10.4 2.3 56.2% 160
-10 -7 2 0.0095% $10.0 2.3 55.3% 318
-10 -5 6 -0.0980% $16.6 2.2 55.6% 72
-10 -4 0 0.0192% $8.8 2.2 55.9% 324
-5 -4 2 0.0556% $10.4 2.2 55.7% 79
-10 -9 9 -0.0351% $13.7 2.2 56.4% 133
-10 -7 3 0.0262% $11.2 2.2 55.0% 229
-10 -9 -1 -0.0629% $11.5 2.2 55.6% 81
-8 -4 5 0.0941% $10.3 2.2 59.5% 74
-5 -4 0 0.0556% $12.6 2.2 60.5% 81
-10 -9 -3 0.0594% $9.9 2.2 59.3% 81
-10 -9 9 0.0345% $12.0 2.2 58.9% 141
-10 -9 5 0.0345% $11.1 2.1 57.8% 154
-10 -7 6 0.0262% $10.9 2.1 56.1% 221
-9 -7 8 0.0480% $15.8 2.1 56.1% 66
-8 -4 9 -0.0769% $14.2 2.1 58.6% 70
-10 -9 4 0.0345% $11.2 2.1 57.3% 150
-10 -7 10 0.0262% $10.9 2.1 55.4% 213
-10 -7 5 0.0095% $9.2 2.1 55.2% 306
-10 -9 9 -0.0190% $11.4 2.1 55.4% 204
-8 -4 6 -0.0769% $13.6 2.0 56.2% 73
-8 -7 1 0.0114% $9.0 2.0 55.6% 241

@NQ#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -7 -6 0.1309% $52.5 6.3 70.4% 81
-10 -7 -5 0.1309% $84.3 5.8 65.4% 81
-10 -4 0 -0.1742% $115.3 5.1 64.2% 81
-9 -2 0 -0.1576% $82.7 4.5 60.5% 81
-10 -2 0 -0.1962% $91.8 4.5 63.0% 81
-10 -8 -5 0.1146% $73.7 4.2 59.3% 81
-10 -7 -3 0.1309% $75.6 4.1 58.0% 81
-7 -2 2 0.0882% $94.5 4.1 62.7% 161
-5 -2 2 0.0636% $87.3 4.0 64.6% 161
-5 -2 0 -0.1093% $66.4 3.9 59.3% 81
-10 -7 -4 0.1309% $62.7 3.9 60.5% 81
-5 -2 4 0.0636% $90.0 3.9 66.5% 161
-10 -8 -3 0.1146% $85.4 3.9 58.0% 81
-5 -2 10 0.0636% $98.1 3.9 64.6% 161
-10 -9 -1 -0.1223% $94.1 3.9 56.8% 81
-10 -3 0 -0.2085% $83.3 3.8 64.2% 81
-5 -2 3 0.0636% $84.6 3.8 65.2% 161
-10 -8 -6 0.1146% $46.5 3.8 56.8% 81
-3 -2 0 -0.0480% $60.7 3.7 56.8% 81
-5 -2 9 0.0636% $94.7 3.7 64.6% 161
-7 -2 3 0.0882% $85.4 3.6 60.2% 161
-8 -2 3 0.1613% $93.7 3.5 63.0% 81
-5 -2 8 0.0636% $91.3 3.5 65.2% 161
-7 -2 4 0.0882% $87.1 3.5 60.2% 161
-7 -2 2 0.0571% $69.1 3.4 61.6% 242
-9 -4 0 -0.1485% $75.1 3.4 59.3% 81
-6 -2 0 -0.1334% $70.2 3.4 60.5% 81
-10 -9 -3 -0.1223% $74.9 3.3 59.3% 81
-10 -8 -4 0.1146% $63.1 3.3 59.3% 81
-5 -2 2 0.1024% $76.4 3.3 61.7% 81
-8 -2 4 0.1613% $90.2 3.2 63.0% 81
-9 -7 -6 0.0373% $24.4 3.2 60.2% 161
-8 -2 9 0.0985% $82.2 3.2 64.0% 161
-8 -2 2 0.1613% $88.0 3.2 63.0% 81
-5 -2 10 0.1024% $81.7 3.2 65.4% 81
-5 -4 0 -0.0853% $69.2 3.2 55.6% 81
-10 -7 -6 0.0678% $24.3 3.2 60.9% 161
-5 -3 0 -0.1011% $58.9 3.2 58.0% 81
-5 -2 8 0.1024% $84.3 3.2 66.7% 81
-7 -2 3 0.0571% $65.8 3.2 59.1% 242
-8 -4 3 0.1521% $97.5 3.2 63.0% 81
-5 -2 9 0.1024% $82.3 3.2 65.4% 81
-10 -2 0 -0.1179% $51.9 3.2 57.8% 161
-9 -7 -6 0.0193% $20.8 3.1 58.3% 242
-8 -4 10 0.1521% $102.0 3.1 65.4% 81
-7 -4 0 -0.1098% $65.7 3.1 59.3% 81
-5 -2 5 0.0636% $77.2 3.1 64.6% 161
-10 -7 -5 0.0167% $36.3 3.1 59.6% 322
-10 -9 1 -0.1223% $105.2 3.1 56.8% 81
-8 -2 10 0.0985% $79.8 3.1 62.7% 161
-8 -2 10 0.1613% $90.6 3.1 64.2% 81
-8 -4 2 0.1521% $93.8 3.1 66.7% 81
-7 -3 2 0.1358% $81.9 3.1 58.0% 81
-7 -2 4 0.0571% $66.9 3.1 59.5% 242
-7 -2 3 0.1475% $88.0 3.1 58.0% 81
-8 -4 9 0.1521% $98.1 3.1 63.0% 81
-10 -7 -6 0.0167% $19.5 3.1 60.2% 322
-7 -2 4 0.1475% $90.3 3.0 58.0% 81
-8 -2 9 0.1613% $89.8 3.0 64.2% 81
-5 -2 7 0.0636% $79.4 3.0 64.0% 161
-10 -9 4 -0.1223% $106.4 3.0 58.0% 81
-10 -7 -6 0.0384% $20.3 3.0 59.9% 242
-10 -7 -5 0.0384% $38.3 3.0 59.9% 242
-10 -7 4 0.0167% $80.7 3.0 58.1% 322
-10 -7 3 0.0167% $78.2 3.0 56.8% 322
-10 -4 0 -0.0602% $51.7 3.0 55.4% 242
-7 -2 9 0.1475% $94.5 3.0 63.0% 81
-9 -3 0 -0.1515% $61.0 3.0 60.5% 81
-7 -2 2 0.1475% $84.8 2.9 58.0% 81
-10 -7 -5 0.0678% $42.2 2.9 60.2% 161
-6 -2 3 0.0450% $61.0 2.9 58.7% 242
-9 -7 -6 0.0716% $24.4 2.9 59.3% 81
-7 -2 10 0.1475% $91.9 2.9 61.7% 81
-5 -2 4 0.1024% $67.0 2.9 66.7% 81
-8 -4 8 0.1521% $92.5 2.9 64.2% 81
-5 -2 2 0.0371% $59.2 2.9 60.7% 242
-8 -7 9 0.0549% $103.1 2.9 55.6% 81
-8 -2 8 0.0985% $74.5 2.9 63.4% 161
-6 -2 2 0.0450% $58.5 2.9 60.3% 242
-5 -4 1 -0.0853% $69.3 2.9 56.8% 81
-6 -2 0 -0.0733% $47.3 2.9 55.9% 161
-9 -7 -6 0.0044% $17.3 2.9 57.1% 322
-6 -2 10 0.0450% $66.6 2.9 63.6% 242
-10 -9 -5 0.1084% $51.1 2.9 58.0% 81
-7 -3 4 0.1358% $80.5 2.8 56.8% 81
-8 -4 4 0.1521% $92.1 2.8 60.5% 81
-7 -2 1 0.0882% $60.4 2.8 61.5% 161
-8 -2 8 0.1613% $84.6 2.8 64.2% 81
-5 -2 4 0.0371% $64.2 2.8 60.7% 242
-6 -2 9 0.0450% $65.8 2.8 63.6% 242
-3 -2 3 -0.0480% $67.0 2.8 60.5% 81
-7 -2 8 0.1475% $91.4 2.8 61.7% 81
-10 -8 -1 0.1146% $71.7 2.8 56.8% 81
-5 -2 6 0.0636% $74.3 2.8 64.6% 161
-7 -2 8 0.0571% $68.6 2.8 62.8% 242
-10 -9 3 0.0374% $73.9 2.8 58.7% 242
-5 -2 3 0.1024% $63.3 2.8 65.4% 81
-10 -7 2 0.0167% $70.1 2.8 55.6% 322
-8 -2 0 -0.1313% $55.1 2.8 59.3% 81
-5 -4 10 0.0894% $85.5 2.8 61.7% 81
-6 -4 1 -0.1014% $63.1 2.8 59.3% 81
-8 -3 0 -0.1287% $58.1 2.8 61.7% 81
-7 -2 0 0.1475% $48.0 2.8 58.0% 81
-7 -2 7 0.0571% $65.6 2.8 62.4% 242
-10 -9 9 0.0374% $83.4 2.8 58.3% 242
-7 -2 0 0.0882% $40.0 2.8 59.6% 161
-10 -7 8 0.0167% $76.1 2.8 55.9% 322
-6 -2 4 0.0450% $59.5 2.8 59.9% 242
-10 -9 10 0.0374% $83.9 2.8 57.0% 242
-10 -9 8 0.0374% $80.9 2.7 57.4% 242
-10 -9 3 0.0181% $66.9 2.7 56.2% 322
-6 -2 8 0.0450% $64.0 2.7 62.8% 242
-8 -2 0 -0.0785% $44.9 2.7 57.8% 161
-8 -7 -6 0.0183% $19.0 2.7 57.9% 242
-5 -2 6 0.1024% $69.8 2.7 66.7% 81
-5 -2 3 0.0371% $58.7 2.7 59.1% 242
-7 -2 7 0.0882% $73.4 2.7 60.9% 161
-10 -8 -5 0.0114% $33.4 2.7 56.5% 322
-10 -7 9 0.0167% $76.7 2.7 56.5% 322
-5 -2 10 0.0371% $68.0 2.7 61.2% 242
-8 -2 2 0.0985% $62.3 2.7 59.6% 161
-10 -7 7 0.0167% $73.7 2.7 56.5% 322
-6 -2 2 0.0714% $59.8 2.7 60.2% 161
-7 -2 8 0.0882% $75.1 2.7 62.1% 161
-8 -2 3 0.0985% $63.3 2.7 59.0% 161
-6 -4 0 -0.1014% $55.3 2.7 56.8% 81
-10 -9 5 -0.1223% $101.1 2.7 59.3% 81
-5 -2 0 -0.0630% $42.4 2.7 58.4% 161
-7 -2 0 -0.1281% $52.9 2.7 59.3% 81
-10 -7 5 0.0167% $70.5 2.7 56.5% 322
-7 -2 5 0.0882% $71.1 2.7 59.6% 161
-10 -9 4 0.0181% $67.4 2.6 56.2% 322
-7 -2 9 0.0571% $65.7 2.6 61.2% 242
-7 -4 4 0.1235% $83.8 2.6 59.3% 81
-10 -9 -8 -0.1223% $27.1 2.6 60.5% 81
-8 -7 -6 0.0095% $16.7 2.6 57.1% 322
-9 -8 -6 0.0224% $27.8 2.6 57.8% 161
-10 -8 3 0.0114% $69.9 2.6 55.6% 322
-5 -2 9 0.0371% $66.9 2.6 60.7% 242
-3 -2 8 -0.0480% $69.5 2.6 55.6% 81
-5 -2 2 0.0176% $48.9 2.6 57.5% 322
-10 -9 2 0.0374% $64.1 2.6 57.4% 242
-10 -9 2 0.0181% $60.2 2.6 55.3% 322
-10 -7 -4 0.0167% $35.3 2.6 58.4% 322
-7 -3 2 0.0890% $64.4 2.6 58.4% 161
-5 -2 8 0.0371% $66.8 2.6 60.3% 242
-5 -4 8 0.0894% $80.6 2.6 61.7% 81
-7 -2 5 0.0571% $59.5 2.6 59.5% 242
-5 -2 4 0.0176% $53.8 2.6 59.9% 322
-10 -8 4 0.0114% $69.7 2.6 55.9% 322
-10 -9 4 0.0374% $70.5 2.6 57.0% 242
-10 -7 6 0.0167% $70.9 2.6 56.8% 322
-5 -2 7 0.1024% $67.6 2.6 66.7% 81
-10 -7 10 0.0384% $75.6 2.6 56.6% 242
-7 -4 0 -0.0604% $42.7 2.5 55.3% 161
-7 -2 9 0.0882% $72.1 2.5 61.5% 161
-7 -4 8 0.1235% $84.4 2.5 61.7% 81
-8 -2 4 0.0985% $63.9 2.5 58.4% 161
-10 -7 4 0.0384% $71.3 2.5 55.4% 242
-5 -4 9 0.0894% $77.4 2.5 60.5% 81
-7 -2 10 0.0571% $65.4 2.5 63.2% 242
-7 -4 2 0.1235% $75.4 2.5 61.7% 81
-10 -9 2 -0.1223% $85.7 2.5 56.8% 81
-10 -7 10 0.0167% $73.5 2.5 57.8% 322
-8 -2 7 0.0985% $64.7 2.5 62.7% 161
-9 -2 0 -0.0918% $41.5 2.5 58.4% 161
-6 -2 3 0.0714% $55.6 2.5 58.4% 161
-10 -9 7 0.0374% $73.1 2.4 56.6% 242
-5 -2 1 0.0636% $48.3 2.4 59.0% 161
-5 -3 4 0.0578% $57.9 2.4 60.2% 161
-7 -4 10 0.1235% $79.8 2.4 60.5% 81
-10 -8 2 0.0114% $61.0 2.4 56.2% 322
-7 -2 1 0.0571% $44.5 2.4 59.5% 242
-5 -2 5 0.1024% $59.7 2.4 65.4% 81
-8 -7 6 0.0549% $85.5 2.4 55.6% 81
-6 -2 2 0.0260% $44.0 2.4 59.6% 322
-5 -2 5 0.0371% $57.4 2.4 60.3% 242
-8 -2 2 0.0618% $50.6 2.4 60.3% 242
-9 -7 -5 0.0373% $31.9 2.4 57.8% 161
-7 -4 9 0.1235% $78.9 2.4 60.5% 81
-10 -9 5 0.0181% $61.8 2.4 55.6% 322
-10 -8 9 0.1146% $90.6 2.4 59.3% 81
-7 -2 6 0.0882% $65.9 2.4 60.2% 161
-3 -2 4 -0.0480% $57.2 2.4 55.6% 81
-6 -3 2 0.0699% $51.8 2.3 59.0% 161
-7 -4 3 0.1235% $73.9 2.3 60.5% 81
-6 -2 7 0.0450% $55.6 2.3 62.8% 242
-10 -2 0 -0.0683% $34.4 2.3 56.2% 242
-10 -9 5 0.0374% $66.3 2.3 56.6% 242
-6 -3 3 0.0699% $52.2 2.3 55.9% 161
-10 -7 0 0.0167% $48.9 2.3 55.6% 322
-5 -2 3 0.0176% $46.4 2.3 57.1% 322
-7 -2 6 0.0571% $56.3 2.3 62.4% 242
-3 -2 6 -0.0480% $59.7 2.3 55.6% 81
-10 -8 5 0.0114% $63.6 2.3 55.6% 322
-7 -4 2 0.0822% $57.9 2.3 59.0% 161
-6 -2 4 0.0714% $53.4 2.3 57.8% 161
-5 -3 2 0.0578% $51.6 2.3 59.0% 161
-7 -2 10 0.0882% $68.8 2.3 60.9% 161
-7 -3 3 0.0890% $59.2 2.3 55.9% 161
-7 -3 4 0.0890% $62.0 2.3 57.8% 161
-8 -2 3 0.0618% $49.9 2.3 58.3% 242
-10 -9 -8 -0.0644% $19.5 2.3 56.5% 161
-10 -5 0 -0.1655% $64.8 2.3 59.3% 81
-7 -2 0 0.0571% $29.2 2.3 57.0% 242
-10 -8 4 0.1146% $83.2 2.2 55.6% 81
-8 -4 0 0.1521% $48.3 2.2 63.0% 81
-10 -9 6 0.0374% $67.1 2.2 55.8% 242
-5 -4 6 0.0894% $66.7 2.2 60.5% 81
-5 -2 5 0.0176% $49.0 2.2 59.3% 322
-6 -2 3 0.0260% $41.9 2.2 58.1% 322
-8 -4 7 0.1521% $71.9 2.2 61.7% 81
-6 -3 0 0.1116% $39.3 2.2 56.8% 81
-9 -7 -5 0.0193% $25.3 2.2 57.4% 242
-8 -2 0 0.1613% $35.4 2.2 61.7% 81
-10 -7 -3 0.0678% $38.1 2.2 55.3% 161
-10 -7 -4 0.0384% $31.7 2.2 57.0% 242
-8 -2 4 0.0618% $50.5 2.2 58.3% 242
-10 -8 10 0.1146% $85.5 2.2 55.6% 81
-6 -3 4 0.0699% $50.7 2.2 58.4% 161
-10 -7 4 0.0678% $63.6 2.2 55.3% 161
-6 -2 5 0.0450% $49.4 2.2 59.9% 242
-9 -7 -5 0.0044% $23.0 2.1 57.1% 322
-6 -2 2 0.1213% $57.9 2.1 56.8% 81
-5 -4 2 0.0894% $60.9 2.1 56.8% 81
-7 -2 7 0.1475% $70.6 2.1 60.5% 81
-5 -4 5 0.0894% $62.2 2.1 60.5% 81
-6 -2 9 0.0714% $53.3 2.1 60.9% 161
-5 -3 2 0.0345% $44.8 2.1 56.2% 242
-8 -2 6 0.0985% $57.3 2.1 64.0% 161
-5 -4 7 0.0894% $65.3 2.1 61.7% 81
-10 -8 -5 0.0604% $31.6 2.1 55.9% 161
-10 -8 0 0.1146% $60.6 2.1 59.3% 81
-5 -2 7 0.0371% $53.9 2.1 59.9% 242
-10 -9 -8 -0.0336% $17.2 2.1 55.4% 242
-6 -2 10 0.0714% $53.0 2.1 60.9% 161
-5 -2 8 0.0176% $50.9 2.1 60.2% 322
-8 -2 7 0.1613% $63.4 2.1 63.0% 81
-5 -3 5 0.0578% $52.4 2.1 62.1% 161
-8 -4 3 0.0907% $55.0 2.1 60.2% 161
-6 -2 6 0.0450% $49.6 2.1 62.8% 242
-8 -7 -5 0.0549% $31.2 2.1 56.8% 81
-8 -2 3 0.0319% $40.8 2.1 57.8% 322
-6 -2 8 0.0714% $52.2 2.1 60.9% 161
-5 -2 6 0.0371% $52.2 2.1 60.7% 242
-7 -2 2 0.0329% $39.5 2.0 58.7% 322
-10 -4 3 0.0279% $45.5 2.0 61.5% 322
-10 -2 4 0.1914% $57.4 2.0 55.6% 81
-10 -8 2 0.1146% $69.1 2.0 55.6% 81
-8 -6 4 0.0535% $65.5 2.0 56.5% 161
-10 -4 4 0.0279% $46.9 2.0 62.7% 322
-5 -2 9 0.0176% $49.8 2.0 59.3% 322
-10 -8 9 0.0604% $64.0 2.0 55.3% 161
-10 -4 2 0.0279% $42.9 2.0 61.2% 322

@PX#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-7 -4 7 0.0485% $7.2 3.9 56.5% 69
-8 -4 9 0.0606% $7.3 3.6 56.5% 69
-10 -6 -3 -0.0605% $3.7 3.0 60.3% 73
-8 -2 7 -0.0750% $4.4 2.4 57.5% 73

@RTY#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -9 -5 0.0856% $76.8 5.4 61.7% 81
-8 -2 0 -0.1452% $67.4 4.7 65.4% 81
-5 -2 0 -0.1219% $66.3 4.5 61.7% 81
-5 -4 0 -0.0905% $74.3 4.5 59.3% 81
-7 -2 0 -0.1411% $62.1 4.5 63.0% 81
-10 -9 -5 0.0492% $50.9 4.3 59.0% 161
-7 -4 0 -0.1029% $76.2 4.1 60.5% 81
-10 -9 -8 -0.0563% $29.2 4.0 59.6% 161
-6 -2 0 -0.1359% $58.6 3.9 63.0% 81
-10 -9 -6 0.0856% $46.2 3.8 55.6% 81
-10 -9 -8 -0.1102% $31.5 3.8 56.8% 81
-10 -3 0 -0.1880% $69.6 3.8 59.3% 81
-10 -7 -5 0.0602% $35.4 3.6 64.6% 161
-10 -4 0 -0.1715% $64.4 3.6 58.0% 81
-10 -9 -8 -0.0340% $23.5 3.6 58.3% 242
-10 -8 -5 0.0281% $36.3 3.6 58.7% 242
-8 -4 0 -0.1217% $68.6 3.6 61.7% 81
-5 -4 1 -0.0905% $70.7 3.4 58.0% 81
-8 -3 0 -0.1322% $54.2 3.3 58.0% 81
-10 -7 -5 0.0325% $29.3 3.3 61.6% 242
-6 -3 0 -0.1217% $58.9 3.3 59.3% 81
-10 -7 -5 0.1162% $38.0 3.1 61.7% 81
-9 -4 0 -0.1402% $51.6 3.1 55.6% 81
-10 -4 1 -0.1715% $55.7 3.1 59.3% 81
-10 -2 0 -0.1985% $51.4 3.1 63.0% 81
-7 -3 0 -0.0649% $47.3 3.1 57.8% 161
-9 -2 0 -0.1638% $46.0 3.0 61.7% 81
-9 -8 -5 0.0123% $32.4 3.0 56.6% 242
-10 -8 9 0.0281% $68.7 3.0 58.3% 242
-9 -3 0 -0.1474% $47.3 3.0 55.6% 81
-10 -8 8 0.0281% $67.1 3.0 57.9% 242
-8 -2 0 -0.0834% $37.3 2.9 60.9% 161
-7 -4 1 -0.1029% $62.7 2.8 58.0% 81
-6 -2 0 -0.0777% $37.3 2.8 57.8% 161
-10 -8 -5 0.0063% $26.1 2.8 55.6% 322
-5 -3 0 -0.1168% $47.3 2.8 58.0% 81
-9 -8 -5 0.0529% $38.4 2.8 55.6% 81
-10 -8 -5 0.0559% $30.7 2.8 57.1% 161
-10 -9 -1 -0.1102% $65.4 2.8 58.0% 81
-5 -2 1 -0.1219% $56.4 2.7 56.8% 81
-10 -9 3 0.0492% $60.4 2.7 55.9% 161
-9 -7 -6 0.0190% $16.7 2.7 57.0% 242
-10 -8 10 0.0281% $63.1 2.7 56.6% 242
-10 -7 -6 0.0602% $16.0 2.7 55.9% 161
-5 -4 2 -0.0905% $53.1 2.7 58.0% 81
-8 -4 0 -0.0628% $44.5 2.6 55.9% 161
-10 -8 7 0.0281% $60.8 2.6 56.6% 242
-10 -7 -5 0.0093% $22.2 2.6 58.4% 322
-7 -3 -1 -0.1209% $28.6 2.6 56.8% 81
-7 -2 1 -0.1411% $49.4 2.6 60.5% 81
-10 -4 4 -0.1715% $49.4 2.5 55.6% 81
-6 -3 1 -0.1217% $53.8 2.5 58.0% 81
-9 -8 -4 0.0529% $36.8 2.5 59.3% 81
-7 -6 3 -0.0510% $66.5 2.5 56.8% 81
-6 -2 1 -0.1359% $48.6 2.5 60.5% 81
-6 -4 0 -0.1004% $42.6 2.5 58.0% 81
-5 -2 0 -0.0758% $33.7 2.5 57.1% 161
-9 -8 -5 0.0261% $29.4 2.4 57.1% 161
-10 -9 9 0.0492% $57.3 2.4 55.9% 161
-5 -2 0 -0.0442% $29.4 2.4 57.0% 242
-7 -4 2 -0.1029% $53.0 2.4 55.6% 81
-9 -7 -6 0.0411% $15.9 2.4 56.5% 161
-7 -6 5 -0.0510% $67.4 2.4 58.0% 81
-10 -3 -1 -0.1880% $26.2 2.4 60.5% 81
-7 -2 0 -0.0758% $31.8 2.4 59.0% 161
-10 -4 3 -0.1715% $45.1 2.3 60.5% 81
-10 -8 9 0.0063% $51.1 2.3 58.1% 322
-9 -7 -5 0.0190% $22.1 2.3 58.3% 242
-10 -8 -5 0.1070% $31.5 2.3 58.0% 81
-5 -3 -1 -0.1168% $28.6 2.3 56.8% 81
-9 -7 -5 0.0060% $20.7 2.3 56.5% 322
-9 -7 -6 0.0775% $17.4 2.3 58.0% 81
-10 -8 6 0.0281% $53.1 2.3 57.0% 242
-10 -4 -1 -0.1715% $25.4 2.3 55.6% 81
-10 -8 3 0.0281% $50.2 2.3 57.0% 242
-6 -3 0 -0.0650% $33.6 2.3 56.5% 161
-10 -8 4 0.0281% $51.2 2.3 56.2% 242
-10 -8 8 0.0063% $48.9 2.3 57.1% 322
-10 -9 7 0.0492% $53.9 2.3 55.3% 161
-10 -9 1 0.0492% $49.3 2.3 57.1% 161
-10 -9 -7 -0.1102% $24.8 2.3 58.0% 81
-5 -4 -2 -0.0905% $23.8 2.2 56.8% 81
-10 -9 -3 -0.1102% $47.4 2.2 60.5% 81
-7 -6 10 -0.0510% $67.7 2.2 59.3% 81
-8 -2 0 -0.0474% $27.7 2.2 57.9% 242
-7 -2 0 -0.0452% $26.7 2.2 58.7% 242
-10 -9 -7 0.0856% $23.1 2.2 55.6% 81
-7 -2 -1 -0.1411% $18.3 2.2 58.0% 81
-10 -7 8 0.0602% $50.6 2.2 57.1% 161
-7 -4 0 -0.0569% $35.5 2.1 55.3% 161
-10 -9 3 0.0266% $45.2 2.1 55.4% 242
-7 -6 0 -0.0510% $55.2 2.1 58.0% 81
-6 -2 0 -0.0428% $25.2 2.1 56.6% 242
-10 -8 10 0.0063% $46.2 2.1 55.6% 322
-10 -7 9 0.0602% $49.3 2.1 55.3% 161
-10 -8 5 0.0281% $46.9 2.0 57.4% 242
-10 -8 2 0.0281% $45.4 2.0 57.0% 242

@S#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-5 -4 5 0.0279% $93.8 15.3 100.0% 2
-5 -4 5 0.0529% $93.8 15.3 100.0% 2
-6 -4 2 -0.0828% $19.0 4.4 56.8% 81
-8 -5 4 -0.0914% $24.5 4.4 59.8% 82
-6 -5 1 -0.0567% $21.3 4.1 61.0% 82
-6 -5 3 -0.0567% $21.8 3.9 62.2% 82
-6 -5 2 -0.0567% $20.9 3.8 57.3% 82
-6 -5 4 -0.0567% $21.2 3.7 58.5% 82
-6 -4 3 -0.0828% $16.2 3.7 58.0% 81
-3 -2 4 -0.0584% $16.2 3.6 59.3% 81
-8 -5 3 -0.0914% $19.5 3.5 61.0% 82
-6 -4 1 -0.0828% $15.1 3.5 56.8% 81
-10 -4 4 -0.0832% $16.3 3.4 58.9% 163
-7 -4 2 -0.0573% $14.2 3.3 60.7% 163
-10 -9 4 0.0000% $19.4 3.3 55.4% 278
-10 -9 2 -0.0284% $19.5 3.3 58.0% 162
-10 -9 2 0.0000% $17.7 3.2 58.3% 278
-10 -5 3 -0.1231% $18.6 3.2 56.1% 82
-10 -4 4 -0.1383% $16.8 3.2 61.0% 82
-10 -9 3 0.0000% $17.6 3.2 55.0% 278
-8 -2 3 -0.1436% $12.3 3.2 59.8% 82
-8 -3 4 -0.1264% $14.2 3.1 57.3% 82
-10 -4 2 -0.0832% $14.2 3.1 57.1% 163
-7 -5 2 -0.0279% $15.0 3.1 56.7% 245
-10 -5 2 -0.1231% $17.4 3.1 56.1% 82
-10 -4 2 -0.0524% $13.1 3.1 55.5% 245
-7 -5 3 -0.0279% $14.8 3.0 59.2% 245
-10 -4 3 -0.0832% $13.9 3.0 57.7% 163
-10 -4 4 -0.0524% $13.6 3.0 57.6% 245
-7 -5 4 -0.0279% $14.8 3.0 58.4% 245
-7 -4 4 -0.0573% $12.8 3.0 59.5% 163
-7 -4 3 -0.0573% $12.8 3.0 60.1% 163
-8 -5 3 -0.0579% $15.3 2.9 57.3% 164
-5 -2 3 -0.1117% $12.3 2.9 56.1% 82
-10 -4 3 -0.0524% $12.9 2.9 58.4% 245
-10 -9 2 -0.0251% $15.7 2.9 57.6% 245
-8 -5 4 -0.0579% $14.9 2.8 55.5% 164
-8 -5 1 -0.0914% $15.7 2.8 56.1% 82
-7 -4 2 -0.0904% $12.5 2.7 57.3% 82
-7 -5 3 -0.0537% $14.3 2.7 57.9% 164
-7 -5 4 -0.0537% $14.3 2.7 57.3% 164
-7 -4 2 -0.0298% $11.2 2.7 56.7% 245
-10 -2 3 -0.0566% $10.2 2.7 55.1% 245
-8 -4 2 -0.0476% $10.8 2.6 58.0% 245
-10 -2 4 -0.1655% $11.1 2.6 62.2% 82
-10 -4 2 -0.1383% $13.1 2.6 56.1% 82
-9 -5 3 -0.0537% $13.0 2.6 55.9% 245
-10 -4 3 -0.1383% $13.4 2.6 58.5% 82
-8 -2 4 -0.1436% $10.5 2.6 62.2% 82
-9 -5 3 -0.0811% $13.6 2.6 55.5% 164
-10 -2 4 -0.0566% $10.1 2.5 56.3% 245
-8 -4 2 -0.0596% $10.8 2.5 55.2% 163
-10 -2 3 -0.1655% $10.5 2.5 56.1% 82
-7 -4 1 -0.0573% $11.0 2.5 57.7% 163
-8 -3 3 -0.1264% $11.1 2.5 56.1% 82
-4 -2 3 -0.0877% $11.6 2.5 57.3% 82
-7 -5 1 -0.0279% $11.9 2.5 57.6% 245
-7 -4 3 -0.0298% $10.4 2.4 56.7% 245
-9 -4 3 -0.0842% $10.8 2.4 58.3% 163
-8 -4 4 -0.0476% $10.5 2.4 55.9% 245
-8 -4 3 -0.0476% $9.9 2.4 58.4% 245
-8 -4 3 -0.0596% $10.4 2.4 56.4% 163
-6 -5 3 0.0000% $11.7 2.3 55.2% 286
-5 -2 4 -0.1117% $10.7 2.3 59.8% 82
-9 -4 2 -0.0842% $10.1 2.3 55.8% 163
-6 -2 3 -0.0704% $9.6 2.3 56.1% 164
-9 -4 4 -0.0842% $11.0 2.3 56.4% 163
-8 -6 4 0.0000% $11.9 2.3 55.9% 354
-7 -5 1 -0.0537% $11.8 2.2 56.7% 164
-8 -5 3 -0.0300% $11.4 2.2 57.3% 246
-8 -5 4 -0.0300% $11.7 2.2 56.1% 246
-7 -3 4 -0.0472% $9.4 2.2 55.3% 244
-7 -4 4 -0.0298% $9.3 2.2 55.5% 245
-8 -6 2 0.0000% $10.7 2.1 56.2% 354
-10 -5 0 -0.1231% $13.3 2.1 56.1% 82
-7 -3 3 -0.0472% $9.1 2.1 55.3% 244
-7 -3 2 -0.0472% $8.7 2.1 55.7% 244
-6 -5 1 -0.0294% $10.6 2.1 56.1% 164
-7 -3 3 -0.0782% $9.4 2.0 55.6% 162
-8 -4 2 -0.1134% $9.3 2.0 57.3% 82
-8 -7 2 0.0000% $10.8 2.0 55.5% 308
-7 -4 3 -0.0904% $9.3 2.0 56.1% 82
-8 -4 4 -0.1134% $9.3 2.0 56.1% 82

@SB#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -3 5 -0.3271% $40.3 9.6 80.0% 5
-10 -3 5 -0.1966% $35.5 9.2 83.3% 6
-7 -3 5 -0.2597% $25.2 8.7 75.0% 4
-8 -5 5 -0.1569% $41.1 8.2 66.7% 3
-6 -4 5 -0.0978% $31.4 8.0 80.0% 5
-4 -3 5 0.0657% $22.4 6.6 68.8% 16
-7 -6 5 0.0922% $22.4 6.1 57.1% 7
-4 -3 5 0.0809% $22.4 6.0 69.2% 13
-9 -3 5 -0.1979% $24.0 6.0 71.4% 7
-10 -7 5 0.1837% $29.1 5.9 60.0% 5
-8 -4 5 -0.1521% $22.4 5.7 71.4% 7
-6 -4 5 -0.1749% $29.9 5.6 66.7% 3
-9 -3 5 -0.3320% $19.6 5.6 75.0% 4
-8 -3 5 -0.2900% $19.6 5.6 75.0% 4
-10 -6 5 -0.2352% $38.1 5.5 60.0% 5
-5 -3 5 -0.2376% $14.9 5.1 66.7% 6
-10 -7 5 -0.1235% $26.1 5.1 55.6% 9
-9 -4 5 -0.2653% $26.1 5.0 66.7% 3
-8 -7 5 0.0621% $19.0 4.9 70.0% 20
-9 -7 5 0.0743% $17.7 4.7 58.3% 24
-10 -4 5 -0.2739% $29.1 4.4 60.0% 5
-10 -2 5 0.3673% $18.2 4.4 75.0% 8
-9 -5 5 -0.1289% $22.4 3.9 57.1% 7
-4 -2 5 0.0818% $13.2 3.9 70.6% 17
-9 -7 5 -0.0741% $15.2 3.6 57.1% 14
-9 -7 5 0.0000% $15.2 3.6 57.1% 14
-8 -7 5 -0.0925% $11.2 3.3 60.0% 5
-6 -2 5 0.3140% $11.2 3.0 80.0% 5
-8 -7 5 0.0794% $13.8 3.0 69.2% 13
-4 -2 5 0.0631% $8.4 2.6 65.0% 20
-6 -5 5 0.0786% $9.8 2.5 62.5% 24
-8 -6 5 0.0000% $9.3 2.2 55.6% 18
-9 -3 5 0.3122% $9.6 2.2 71.4% 7
-8 -3 5 0.2714% $9.6 2.2 71.4% 7

@SF#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-6 -3 6 0.0197% $20.7 5.1 58.6% 70
-4 -2 5 0.0195% $14.4 4.5 56.9% 72
-4 -2 6 0.0195% $17.0 4.4 56.9% 72
-4 -2 9 0.0195% $19.8 4.3 55.4% 65
-4 -2 10 0.0195% $20.2 4.0 56.9% 65
-6 -5 8 -0.0099% $17.5 3.8 58.7% 63
-6 -5 7 -0.0099% $15.0 3.6 55.9% 59
-4 -2 7 0.0195% $14.5 3.5 55.1% 69
-9 -6 7 -0.0197% $16.6 3.5 60.7% 61
-7 -5 10 0.0183% $19.4 3.4 59.7% 62
-7 -5 9 0.0183% $18.3 3.3 56.5% 62
-9 -6 5 -0.0197% $15.0 3.1 60.7% 61
-8 -5 8 0.0196% $16.1 2.9 55.9% 59
-9 -6 6 -0.0197% $12.5 2.8 55.7% 61
-10 -5 10 0.0200% $13.9 2.8 56.2% 64
-10 -3 10 0.0286% $11.6 2.7 55.1% 69
-8 -5 9 0.0196% $13.9 2.6 59.7% 62
-8 -5 10 0.0196% $14.1 2.6 59.7% 62
-10 -5 4 0.0200% $9.3 2.2 56.7% 67

@SM#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-7 -5 -3 -0.1025% $10.4 4.4 55.6% 81
-8 -6 -3 -0.0973% $10.4 3.5 58.5% 82
-3 -2 3 -0.0918% $14.3 3.3 56.1% 82
-7 -6 -3 -0.0673% $10.6 3.2 63.0% 81
-7 -3 2 -0.1616% $17.4 3.2 56.2% 80
-3 -2 4 -0.0918% $13.4 2.9 56.1% 82
-7 -6 4 -0.0347% $16.2 2.9 56.5% 161
-3 -2 2 -0.0918% $12.4 2.8 56.1% 82
-8 -6 -1 -0.0973% $11.8 2.8 56.1% 82
-8 -6 -3 -0.0654% $7.5 2.8 57.1% 163
-8 -6 -2 -0.0973% $9.3 2.8 58.5% 82
-7 -4 2 -0.1347% $15.2 2.7 55.6% 81
-8 -6 4 -0.0338% $14.3 2.6 57.4% 244
-8 -6 -1 -0.0654% $10.0 2.6 55.8% 163
-9 -6 -3 -0.1296% $8.5 2.6 55.6% 81
-6 -4 2 -0.0997% $12.9 2.5 57.3% 82
-7 -5 -2 -0.1025% $7.4 2.5 55.6% 81
-7 -6 4 -0.0321% $12.7 2.5 56.6% 242
-8 -6 4 -0.0973% $16.0 2.5 57.3% 82
-7 -6 4 0.0000% $12.4 2.4 56.8% 308
-8 -6 -1 -0.0338% $8.1 2.3 56.6% 244
-7 -6 3 0.0000% $11.3 2.3 55.0% 307
-7 -6 2 0.0000% $11.2 2.3 55.4% 307
-8 -7 3 -0.0350% $13.5 2.2 56.2% 160
-5 -4 2 -0.0506% $10.4 2.2 55.6% 162
-10 -5 -3 -0.1520% $5.9 2.1 55.6% 81
-7 -6 -2 -0.0673% $7.8 2.1 56.8% 81
-5 -4 4 -0.0506% $11.2 2.1 55.6% 162
-7 -6 -3 -0.0347% $5.7 2.0 55.6% 162
-7 -6 -1 -0.0347% $8.0 2.0 55.3% 161
-6 -4 4 -0.0997% $11.1 2.0 57.3% 82

@UB#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -8 4 0.0207% $39.3 2.4 56.4% 78
-9 -8 3 0.0207% $40.2 2.4 58.4% 77

@W#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-6 -3 5 0.0460% $62.5 56.1 100.0% 2

@YM#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -4 0 -0.1475% $70.2 4.5 59.3% 81
-8 -2 6 0.1268% $68.0 4.3 61.7% 81
-5 -4 0 -0.0408% $47.8 4.2 55.9% 161
-7 -2 3 0.1237% $61.0 4.2 63.0% 81
-7 -2 2 0.1237% $62.2 4.0 61.7% 81
-8 -2 3 0.1268% $58.8 4.0 59.3% 81
-8 -2 2 0.1268% $60.9 3.9 61.7% 81
-10 -7 -6 0.1082% $18.0 3.9 63.0% 81
-6 -4 0 -0.0869% $53.0 3.9 58.0% 81
-8 -2 4 0.1268% $58.6 3.9 65.4% 81
-10 -4 0 -0.0846% $50.4 3.9 57.8% 161
-5 -4 0 -0.0747% $48.9 3.8 58.0% 81
-7 -2 4 0.1237% $56.7 3.8 65.4% 81
-8 -3 0 -0.1083% $60.4 3.8 63.0% 81
-8 -4 0 -0.0982% $58.2 3.7 55.6% 81
-7 -2 6 0.1237% $58.6 3.7 58.0% 81
-8 -2 8 0.1268% $63.0 3.7 61.7% 81
-8 -2 7 0.1268% $59.4 3.6 64.2% 81
-6 -2 5 -0.1059% $65.5 3.6 58.0% 81
-8 -2 9 0.1268% $60.6 3.6 61.7% 81
-10 -4 0 -0.0486% $42.5 3.6 55.2% 241
-6 -2 0 -0.1059% $49.0 3.6 65.4% 81
-5 -2 9 0.0267% $45.6 3.5 62.0% 242
-8 -2 0 -0.1137% $48.6 3.5 61.7% 81
-9 -7 -6 0.0612% $19.3 3.5 55.6% 81
-10 -7 -6 0.0110% $13.6 3.5 58.7% 322
-10 -9 -8 -0.0309% $17.2 3.5 57.7% 241
-5 -2 8 0.0267% $45.8 3.5 60.7% 242
-10 -2 0 -0.1702% $50.1 3.5 66.7% 81
-5 -2 9 0.0480% $46.5 3.5 59.0% 161
-6 -2 2 -0.1059% $56.0 3.4 63.0% 81
-10 -7 -6 0.0304% $14.6 3.4 57.7% 241
-10 -9 0 -0.0481% $62.9 3.4 56.5% 161
-5 -2 2 0.0914% $47.2 3.4 55.6% 81
-10 -7 -6 0.0551% $16.5 3.4 57.1% 161
-5 -2 8 0.0480% $45.6 3.4 56.5% 161
-7 -2 5 0.1237% $49.8 3.4 61.7% 81
-8 -2 5 0.1268% $50.2 3.4 60.5% 81
-10 -9 -8 -0.0481% $18.4 3.4 56.5% 161
-7 -2 6 0.0668% $46.3 3.3 58.4% 161
-9 -2 6 0.1240% $53.8 3.3 63.0% 81
-5 -2 10 0.0267% $43.7 3.3 57.9% 242
-6 -2 4 -0.1059% $53.9 3.3 55.6% 81
-5 -2 0 -0.0566% $38.4 3.3 62.1% 161
-4 -2 2 0.0207% $34.8 3.3 57.4% 242
-8 -2 1 0.1268% $48.3 3.3 58.0% 81
-10 -7 -5 0.0551% $25.0 3.3 55.9% 161
-7 -2 2 0.0668% $43.7 3.2 58.4% 161
-10 -9 -5 0.0817% $34.8 3.2 55.6% 81
-5 -2 6 0.0480% $41.1 3.2 55.9% 161
-5 -2 10 0.0480% $44.4 3.2 56.5% 161
-7 -2 7 0.0668% $45.5 3.2 60.2% 161
-5 -2 2 0.0267% $38.9 3.2 56.6% 242
-5 -2 8 0.0914% $50.4 3.2 58.0% 81
-5 -2 7 0.0267% $40.4 3.2 56.6% 242
-7 -2 7 0.1237% $51.2 3.2 58.0% 81
-5 -2 6 0.0267% $40.1 3.2 58.3% 242
-5 -2 2 0.0480% $39.8 3.2 55.3% 161
-6 -2 2 0.0161% $32.8 3.1 57.8% 322
-5 -2 7 0.0914% $48.6 3.1 59.3% 81
-5 -2 4 0.0267% $38.3 3.1 59.9% 242
-5 -2 5 0.0267% $38.2 3.1 59.5% 242
-5 -2 6 0.0914% $47.0 3.1 56.8% 81
-7 -4 0 -0.0894% $43.3 3.1 56.8% 81
-5 -2 5 0.0480% $37.5 3.1 56.5% 161
-6 -2 3 -0.1059% $50.4 3.1 60.5% 81
-5 -2 4 0.0480% $37.2 3.1 57.8% 161
-5 -2 9 0.0914% $48.0 3.0 60.5% 81
-8 -2 6 0.0726% $40.8 3.0 61.5% 161
-7 -2 1 0.1237% $44.9 3.0 60.5% 81
-4 -2 2 0.0098% $30.0 3.0 57.5% 322
-6 -2 7 0.0336% $38.2 3.0 57.9% 242
-6 -2 9 0.0336% $38.6 3.0 59.5% 242
-8 -4 6 0.1113% $56.3 3.0 61.7% 81
-6 -2 6 0.0336% $37.3 3.0 57.4% 242
-10 -3 0 -0.1610% $47.7 3.0 61.7% 81
-8 -2 9 0.0726% $41.2 3.0 61.5% 161
-10 -7 -5 0.0304% $19.6 3.0 55.6% 241
-7 -2 3 0.0668% $39.0 3.0 59.0% 161
-6 -2 2 0.0336% $33.7 2.9 55.4% 242
-10 -7 -5 0.0110% $17.5 2.9 55.9% 322
-5 -2 10 0.0914% $46.6 2.9 60.5% 81
-6 -2 6 0.0578% $40.8 2.9 56.5% 161
-5 -2 0 -0.0948% $36.9 2.9 60.5% 81
-9 -2 6 0.0694% $39.6 2.9 60.2% 161
-4 -2 2 0.0371% $32.2 2.9 57.8% 161
-5 -2 4 0.0914% $41.7 2.9 58.0% 81
-8 -2 10 0.1268% $51.0 2.9 60.5% 81
-7 -2 9 0.0668% $43.4 2.9 60.2% 161
-7 -2 8 0.1237% $49.7 2.9 56.8% 81
-9 -2 0 -0.0767% $33.8 2.9 60.9% 161
-6 -2 1 -0.1059% $43.9 2.9 61.7% 81
-7 -2 8 0.0668% $43.6 2.9 59.6% 161
-7 -2 4 0.0668% $39.2 2.9 61.5% 161
-7 -3 0 -0.1023% $39.5 2.9 64.2% 81
-7 -2 5 0.0668% $38.4 2.9 59.0% 161
-6 -2 3 0.1047% $42.5 2.9 56.8% 81
-10 -3 0 -0.0958% $37.7 2.9 57.8% 161
-4 -2 3 0.0207% $30.2 2.8 59.1% 242
-6 -2 9 0.0578% $40.4 2.8 57.1% 161
-5 -2 3 0.0267% $33.9 2.8 59.1% 242
-10 -2 9 0.0476% $35.7 2.8 58.1% 241
-5 -2 5 0.0914% $40.4 2.8 58.0% 81
-4 -2 9 0.0207% $33.0 2.8 60.3% 242
-6 -2 7 0.0578% $39.7 2.8 56.5% 161
-6 -2 8 0.0336% $36.9 2.8 59.1% 242
-9 -2 9 0.1240% $45.6 2.8 58.0% 81
-6 -2 5 0.0161% $30.3 2.8 60.6% 322
-9 -2 4 0.1240% $41.3 2.8 64.2% 81
-10 -2 8 0.0476% $36.0 2.8 58.9% 241
-3 -2 9 0.0484% $46.9 2.8 58.0% 81
-4 -2 1 0.0207% $27.9 2.8 56.2% 242
-8 -2 7 0.0726% $37.9 2.8 60.9% 161
-8 -2 0 -0.0666% $32.0 2.8 58.4% 161
-6 -4 6 0.0815% $53.0 2.8 55.6% 81
-8 -2 3 0.0726% $33.8 2.8 59.0% 161
-6 -2 7 0.0161% $32.2 2.8 57.1% 322
-7 -2 2 -0.1064% $43.9 2.8 63.0% 81
-10 -9 -6 0.0817% $25.4 2.8 61.7% 81
-10 -7 9 0.0551% $53.3 2.8 55.9% 161
-6 -2 5 0.0336% $32.6 2.8 58.3% 242
-6 -2 3 0.0336% $31.4 2.8 56.2% 242
-7 -2 0 -0.0355% $28.9 2.8 58.7% 242
-9 -2 5 0.1240% $41.1 2.8 61.7% 81
-8 -2 2 0.0726% $34.9 2.7 60.2% 161
-10 -7 8 0.1082% $58.5 2.7 55.6% 81
-8 -2 8 0.0726% $38.9 2.7 60.2% 161
-6 -2 2 0.1047% $42.3 2.7 55.6% 81
-6 -2 6 0.0161% $31.4 2.7 59.3% 322
-8 -3 5 -0.1083% $53.8 2.7 60.5% 81
-6 -2 4 0.0336% $32.4 2.7 58.7% 242
-8 -4 3 0.1113% $47.4 2.7 61.7% 81
-10 -2 3 0.0476% $30.9 2.7 60.2% 241
-10 -2 2 0.0476% $32.0 2.7 58.5% 241
-4 -2 9 0.0371% $34.0 2.7 62.1% 161
-7 -2 7 0.0426% $35.4 2.7 56.6% 242
-7 -2 9 0.1237% $45.2 2.7 56.8% 81
-6 -2 8 0.0578% $39.3 2.7 57.1% 161
-10 -2 6 0.0476% $34.5 2.7 59.8% 241
-6 -4 6 0.0464% $41.6 2.7 55.3% 161
-4 -2 4 0.0207% $29.0 2.7 58.3% 242
-8 -2 4 0.0726% $33.8 2.7 63.4% 161
-5 -2 8 0.0113% $32.7 2.7 59.6% 322
-9 -2 3 0.1240% $38.9 2.7 59.3% 81
-6 -2 5 0.0578% $35.2 2.7 56.5% 161
-7 -2 9 0.0426% $35.7 2.7 57.4% 242
-6 -2 4 0.0161% $28.9 2.7 59.3% 322
-6 -2 10 0.0336% $36.3 2.7 57.0% 242
-7 -2 6 0.0426% $33.9 2.7 56.2% 242
-6 -2 3 0.0161% $27.7 2.7 56.5% 322
-4 -2 3 0.0098% $26.2 2.7 58.1% 322
-10 -7 8 0.0551% $52.0 2.6 57.8% 161
-10 -2 7 0.0476% $33.5 2.6 58.1% 241
-9 -7 -6 0.0069% $10.5 2.6 57.5% 322
-7 -2 0 0.1237% $31.2 2.6 55.6% 81
-10 -2 4 0.0476% $30.4 2.6 59.8% 241
-6 -2 9 0.0161% $31.6 2.6 59.9% 322
-6 -2 4 0.0578% $34.9 2.6 57.8% 161
-4 -2 3 0.0371% $29.2 2.6 59.0% 161
-4 -2 4 0.0371% $29.7 2.6 59.0% 161
-3 -2 4 0.0484% $41.6 2.6 55.6% 81
-6 -2 8 0.0161% $31.7 2.6 59.3% 322
-6 -2 0 -0.0625% $29.1 2.6 56.5% 161
-6 -2 4 0.1047% $39.0 2.6 59.3% 81
-9 -2 2 0.0694% $33.1 2.6 57.1% 161
-8 -7 -6 0.0279% $12.2 2.6 56.5% 161
-9 -2 8 0.1240% $43.8 2.6 59.3% 81
-5 -2 9 0.0113% $31.3 2.6 60.6% 322
-4 -2 1 0.0371% $26.7 2.6 55.9% 161
-4 -2 8 0.0207% $31.2 2.6 58.3% 242
-8 -2 5 0.0726% $32.7 2.6 61.5% 161
-4 -2 7 0.0207% $30.2 2.6 59.1% 242
-5 -4 2 0.0190% $37.0 2.6 60.3% 242
-7 -2 8 0.0426% $35.0 2.6 57.4% 242
-4 -2 9 0.0098% $28.4 2.6 61.2% 322
-6 -4 7 0.0464% $40.2 2.6 55.9% 161
-10 -2 10 0.0476% $33.1 2.6 58.5% 241
-10 -7 4 0.0551% $48.9 2.6 57.8% 161
-9 -2 7 0.1240% $42.2 2.6 59.3% 81
-4 -2 6 0.0371% $30.9 2.6 58.4% 161
-6 -2 10 0.0578% $38.3 2.6 55.9% 161
-10 -7 6 0.0551% $51.6 2.5 56.5% 161
-8 -7 -5 0.0451% $16.5 2.5 56.8% 81
-8 -4 7 0.1113% $47.7 2.5 60.5% 81
-5 -2 7 0.0113% $29.8 2.5 56.2% 322
-4 -2 7 0.0371% $31.1 2.5 59.6% 161
-6 -2 7 0.1047% $39.5 2.5 56.8% 81
-10 -7 3 0.0551% $47.4 2.5 58.4% 161
-6 -2 6 -0.1059% $49.3 2.5 56.8% 81
-4 -2 6 0.0207% $29.4 2.5 59.5% 242
-3 -2 10 0.0484% $43.1 2.5 55.6% 81
-10 -9 -2 -0.0481% $34.2 2.5 57.1% 161
-7 -2 10 0.0668% $38.9 2.5 58.4% 161
-10 -7 10 0.0551% $49.1 2.5 55.3% 161
-10 -3 9 0.0467% $35.2 2.5 58.1% 241
-4 -2 8 0.0371% $31.9 2.5 57.8% 161
-7 -4 4 -0.0894% $44.4 2.5 55.6% 81
-9 -2 10 0.1240% $41.7 2.5 59.3% 81
-4 -2 4 0.0098% $25.2 2.5 58.1% 322
-6 -3 2 0.0950% $40.1 2.5 55.6% 81
-8 -3 -1 -0.1083% $22.8 2.5 59.3% 81
-6 -3 5 0.0950% $41.0 2.5 56.8% 81
-9 -2 9 0.0694% $34.8 2.5 60.2% 161
-9 -2 7 0.0694% $34.3 2.5 58.4% 161
-4 -2 8 0.0098% $28.0 2.5 59.9% 322
-5 -2 5 0.0113% $28.2 2.5 58.1% 322
-8 -2 10 0.0726% $35.6 2.5 59.0% 161
-5 -2 6 0.0113% $28.9 2.5 58.1% 322
-5 -2 2 -0.0948% $38.8 2.5 61.7% 81
-10 -7 9 0.0304% $41.7 2.5 57.7% 241
-5 -3 0 -0.0550% $28.8 2.5 57.1% 161
-8 -2 5 -0.1137% $43.3 2.5 59.3% 81
-7 -4 1 -0.0894% $40.2 2.5 55.6% 81
-10 -7 7 0.0551% $48.7 2.4 56.5% 161
-3 -2 2 0.0081% $27.1 2.4 55.9% 322
-5 -2 4 0.0113% $27.7 2.4 58.1% 322
-10 -4 9 0.0762% $38.5 2.4 55.9% 161
-6 -4 5 0.0815% $45.7 2.4 56.8% 81
-10 -7 7 0.1082% $51.2 2.4 55.6% 81
-4 -2 5 0.0207% $26.5 2.4 59.9% 242
-5 -2 10 0.0113% $29.9 2.4 57.1% 322
-9 -7 -6 0.0186% $10.5 2.4 57.0% 242
-8 -2 0 -0.0371% $24.8 2.4 58.1% 241
-5 -2 3 0.0113% $26.6 2.4 57.8% 322
-4 -2 1 0.0098% $23.1 2.4 56.8% 322
-4 -2 7 0.0098% $26.4 2.4 58.7% 322
-10 -2 2 0.0193% $26.2 2.4 58.1% 322
-9 -2 6 0.0416% $29.7 2.4 57.9% 242
-10 -9 -6 0.0451% $18.0 2.4 57.8% 161
-5 -4 8 0.0190% $37.9 2.4 56.6% 242
-6 -2 10 0.0161% $30.1 2.4 56.5% 322
-9 -2 8 0.0694% $34.1 2.4 58.4% 161
-10 -2 9 0.0828% $34.6 2.4 57.1% 161
-7 -2 2 0.0426% $28.4 2.4 55.4% 242
-10 -2 9 0.0193% $28.3 2.4 57.1% 322
-4 -2 6 0.0098% $26.3 2.4 59.6% 322
-8 -2 2 -0.1137% $39.3 2.4 63.0% 81
-7 -2 10 0.0426% $33.4 2.4 56.2% 242
-9 -3 0 -0.1268% $38.0 2.4 58.0% 81
-10 -3 8 0.0467% $34.1 2.4 57.7% 241
-10 -2 3 0.0193% $25.1 2.4 58.7% 322
-5 -2 1 0.0267% $28.7 2.4 56.6% 242
-7 -2 0 -0.1064% $30.9 2.4 60.5% 81
-10 -3 6 0.0467% $34.1 2.4 57.7% 241
-10 -2 4 0.0193% $25.3 2.4 58.4% 322
-10 -2 0 -0.0927% $28.0 2.4 59.6% 161
-9 -3 0 -0.0749% $31.2 2.4 59.0% 161
-10 -3 9 0.0851% $37.5 2.4 57.1% 161
-8 -4 4 0.1113% $44.3 2.4 63.0% 81
-7 -3 5 -0.1023% $41.9 2.4 60.5% 81
-4 -2 5 0.0371% $27.0 2.4 59.6% 161
-4 -3 2 0.0386% $34.3 2.4 61.7% 81
-7 -4 3 -0.0894% $42.2 2.4 55.6% 81
-3 -2 7 0.0484% $41.4 2.4 58.0% 81
-10 -2 6 0.0193% $27.9 2.4 58.4% 322
-10 -4 -3 0.1368% $11.9 2.3 59.3% 81
-10 -4 8 0.0762% $37.6 2.3 55.3% 161
-10 -2 9 0.1659% $43.0 2.3 55.6% 81
-10 -4 4 -0.1475% $41.2 2.3 55.6% 81
-8 -2 9 0.0460% $30.2 2.3 59.8% 241
-10 -7 8 0.0304% $40.0 2.3 58.9% 241
-4 -2 5 0.0098% $23.9 2.3 59.9% 322
-10 -2 8 0.0193% $28.2 2.3 58.4% 322
-7 -2 5 0.0426% $28.6 2.3 57.0% 242
-9 -2 2 0.0416% $27.1 2.3 55.8% 242
-9 -7 -6 0.0321% $10.6 2.3 56.5% 161
-10 -7 2 0.0551% $43.9 2.3 56.5% 161
-9 -2 3 0.0694% $27.9 2.3 56.5% 161
-5 -2 0 0.0914% $26.1 2.3 55.6% 81
-10 -2 7 0.0193% $27.3 2.3 56.8% 322
-10 -2 5 0.0476% $27.3 2.3 60.6% 241
-8 -2 6 0.0460% $28.9 2.3 59.8% 241
-8 -4 2 0.1113% $40.6 2.3 61.7% 81
-10 -3 7 0.0467% $32.6 2.3 56.8% 241
-10 -3 8 0.0851% $37.0 2.3 57.1% 161
-5 -4 6 0.0190% $34.0 2.3 56.6% 242
-6 -2 9 0.1047% $36.9 2.3 56.8% 81
-6 -4 8 0.0464% $37.5 2.3 55.3% 161
-6 -4 5 0.0464% $34.0 2.3 55.9% 161
-7 -3 0 -0.0593% $28.3 2.3 57.8% 161
-9 -2 2 0.1240% $35.7 2.3 59.3% 81
-9 -2 0 -0.0471% $23.5 2.3 58.3% 242
-10 -4 9 0.0223% $31.1 2.3 56.8% 322
-5 -3 0 -0.0886% $33.0 2.3 59.3% 81
-9 -2 5 0.0694% $27.8 2.3 59.0% 161
-9 -2 4 0.0694% $27.7 2.3 59.0% 161
-4 -2 10 0.0371% $28.7 2.3 55.9% 161
-6 -2 0 -0.0378% $23.3 2.3 56.2% 242
-10 -4 8 0.0481% $33.4 2.3 56.4% 241
-10 -4 8 0.0223% $31.1 2.3 56.5% 322
-10 -4 6 0.0762% $37.1 2.3 55.9% 161
-6 -2 5 0.1047% $33.1 2.3 56.8% 81
-10 -2 8 0.1659% $42.4 2.2 55.6% 81
-7 -2 4 -0.1064% $33.6 2.2 55.6% 81
-7 -2 4 0.0426% $27.3 2.2 57.0% 242
-3 -2 6 0.0484% $39.4 2.2 55.6% 81
-9 -7 -5 0.0069% $11.5 2.2 57.1% 322
-10 -4 9 0.0481% $32.8 2.2 56.8% 241
-10 -2 0 -0.0596% $23.2 2.2 56.4% 241
-7 -2 10 0.1237% $39.1 2.2 59.3% 81
-10 -9 -1 -0.0481% $32.4 2.2 55.3% 161
-9 -2 0 -0.1333% $32.6 2.2 60.5% 81
-7 -2 1 0.0668% $29.6 2.2 57.1% 161
-8 -2 3 -0.1137% $36.4 2.2 60.5% 81
-7 -4 6 0.0581% $38.9 2.2 57.1% 161
-7 -2 9 0.0229% $27.3 2.2 57.5% 322
-4 -2 0 -0.0396% $25.9 2.2 57.1% 161
-6 -4 2 0.0464% $33.6 2.2 57.8% 161
-8 -3 2 -0.1083% $40.4 2.2 63.0% 81
-5 -4 7 0.0190% $33.3 2.2 56.2% 242
-4 -2 10 0.0098% $24.7 2.2 55.3% 322
-10 -7 6 0.1082% $47.3 2.2 55.6% 81
-7 -2 2 0.0229% $24.1 2.2 55.3% 322
-10 -3 10 0.0467% $31.4 2.2 56.8% 241
-5 -4 9 0.0190% $34.5 2.2 58.3% 242
-8 -3 4 -0.1083% $40.1 2.2 59.3% 81
-9 -2 7 0.0416% $27.4 2.2 55.8% 242
-8 -2 4 -0.1137% $36.0 2.2 58.0% 81
-8 -4 8 0.1113% $42.2 2.2 59.3% 81
-10 -4 2 0.0223% $27.5 2.2 59.3% 322
-3 -2 2 0.0177% $26.1 2.2 55.4% 242
-8 -3 0 -0.0654% $28.1 2.2 56.5% 161
-6 -4 4 0.0815% $41.2 2.2 55.6% 81
-10 -9 6 -0.0481% $46.0 2.2 56.5% 161
-6 -2 1 0.0161% $21.6 2.2 56.8% 322
-8 -3 3 0.1200% $39.0 2.2 56.8% 81
-9 -8 -5 0.0104% $15.9 2.1 56.0% 241
-10 -7 6 0.0304% $37.8 2.1 56.8% 241
-10 -3 4 0.0467% $27.8 2.1 56.4% 241
-10 -4 6 0.0223% $29.8 2.1 55.9% 322
-10 -8 -5 0.0942% $21.2 2.1 59.3% 81
-7 -2 0 -0.0652% $25.9 2.1 56.5% 161
-7 -3 2 -0.1023% $38.8 2.1 64.2% 81
-7 -4 2 0.0581% $35.6 2.1 59.0% 161
-7 -2 3 -0.1064% $33.4 2.1 59.3% 81
-10 -4 6 0.0481% $32.4 2.1 56.4% 241
-10 -4 10 0.0762% $34.7 2.1 57.1% 161
-7 -2 6 0.0229% $25.3 2.1 56.5% 322
-9 -3 0 -0.0495% $24.7 2.1 57.0% 242
-7 -2 5 -0.1064% $34.5 2.1 55.6% 81
-7 -3 -1 -0.1023% $18.8 2.1 58.0% 81
-10 -7 10 0.0304% $36.5 2.1 58.1% 241
-6 -2 0 0.0161% $17.9 2.1 55.3% 322
-10 -7 5 0.0551% $40.9 2.1 55.9% 161
-5 -4 3 0.0190% $30.0 2.1 57.0% 242
-10 -7 7 0.0304% $36.7 2.1 57.3% 241
-10 -2 10 0.0193% $25.7 2.1 56.2% 322
-4 -3 1 0.0386% $31.4 2.1 59.3% 81
-10 -2 6 0.1659% $40.2 2.1 56.8% 81
-10 -2 10 0.1659% $39.7 2.1 58.0% 81
-6 -2 -1 -0.1059% $14.7 2.1 56.8% 81
-5 -4 5 0.0190% $30.9 2.1 57.9% 242
-10 -8 -5 0.0245% $15.4 2.1 56.4% 241
-8 -2 2 0.0460% $25.4 2.1 56.0% 241
-7 -2 3 0.0426% $24.9 2.1 55.4% 242
-9 -2 8 0.0416% $27.2 2.1 56.2% 242
-5 -4 10 0.0190% $34.0 2.1 57.4% 242
-9 -2 9 0.0416% $26.7 2.1 57.9% 242
-10 -4 7 0.0223% $28.9 2.1 55.9% 322
-10 -3 6 0.0851% $34.5 2.1 57.8% 161
-9 -2 10 0.0694% $30.1 2.1 59.0% 161
-10 -2 5 0.0193% $23.0 2.1 59.0% 322
-3 -2 3 0.0081% $22.9 2.1 55.6% 322
-10 -3 2 0.0467% $27.5 2.1 58.9% 241
-7 -2 8 0.0229% $26.0 2.1 56.2% 322
-10 -4 4 0.0223% $26.4 2.1 59.0% 322
-10 -3 7 0.0851% $33.4 2.1 57.8% 161
-8 -2 7 0.0460% $26.3 2.1 57.7% 241
-10 -2 6 0.0828% $30.6 2.1 55.9% 161
-10 -7 3 0.0304% $34.1 2.1 58.1% 241
-5 -4 4 0.0190% $30.0 2.1 59.5% 242
-8 -2 3 0.0460% $23.9 2.1 56.0% 241
-8 -3 3 -0.1083% $36.7 2.1 60.5% 81
-10 -3 9 0.0194% $27.2 2.1 58.4% 322
-10 -9 6 0.0115% $33.4 2.0 55.3% 322
-10 -4 3 -0.1475% $34.0 2.0 55.6% 81
-10 -8 -5 0.0460% $17.2 2.0 55.3% 161
-10 -4 3 0.0223% $25.5 2.0 58.7% 322
-6 -4 4 0.0464% $31.0 2.0 55.3% 161
-10 -4 10 0.0223% $28.5 2.0 56.5% 322
-10 -7 4 0.0304% $34.3 2.0 56.4% 241
-8 -2 9 0.0223% $23.7 2.0 57.8% 322
-10 -2 7 0.0828% $29.4 2.0 55.3% 161
-8 -3 6 -0.1083% $40.7 2.0 56.8% 81
-10 -9 2 0.0115% $31.0 2.0 56.5% 322
-8 -4 5 0.1113% $38.1 2.0 63.0% 81
-5 -3 2 0.0100% $23.6 2.0 55.9% 322
-10 -2 10 0.0828% $29.5 2.0 57.8% 161
-5 -2 1 -0.0566% $25.2 2.0 57.1% 161
-10 -9 4 0.0259% $34.0 2.0 55.6% 241
-10 -4 7 0.0481% $30.0 2.0 56.0% 241
-6 -4 9 0.0464% $33.4 2.0 56.5% 161
-10 -3 3 0.0467% $25.5 2.0 57.7% 241
-9 -3 6 0.1193% $40.2 2.0 60.5% 81
-9 -3 2 0.0166% $23.8 2.0 57.1% 322

CRD#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -8 8 0.1378% $61.4 4.3 71.2% 66
-10 -8 6 0.1378% $54.2 3.8 66.2% 65
-10 -8 4 0.1378% $55.4 3.7 66.2% 68
-10 -4 -2 0.0976% $22.7 3.7 60.1% 218
-10 -8 5 0.1378% $52.1 3.7 62.9% 70
-9 -4 -2 0.0445% $18.5 3.3 60.5% 291
-10 -4 -2 0.0383% $19.1 3.3 58.4% 291
-10 -8 2 0.1378% $49.3 3.2 68.1% 69
-10 -6 -1 0.1288% $30.2 3.1 58.6% 145
-8 -4 -2 0.0709% $18.4 3.1 60.3% 219
-10 -8 7 0.1378% $45.3 3.1 66.7% 66
-8 -6 -1 0.1454% $31.2 3.0 56.9% 72
-10 -8 3 0.1378% $46.9 3.0 64.2% 67
-8 -4 -2 0.1145% $18.1 2.9 59.6% 146
-9 -4 -2 0.0938% $17.4 2.9 61.2% 219
-9 -8 -3 -0.1006% $21.9 2.9 56.2% 73
-9 -8 -7 0.0972% $11.5 2.8 55.6% 72
-10 -9 -2 0.0596% $27.6 2.8 58.3% 144
-9 -4 -1 0.0445% $22.3 2.8 60.1% 291
-10 -8 1 0.1378% $41.5 2.8 63.0% 73
-7 -4 -2 0.0627% $16.6 2.8 59.5% 220
-9 -7 -1 0.0537% $29.3 2.8 62.8% 218
-10 -8 -1 0.0892% $34.8 2.7 60.7% 145
-10 -9 -5 0.0596% $17.8 2.7 56.6% 145
-9 -4 -1 0.0938% $22.9 2.7 60.3% 219
-9 -8 -1 0.0165% $29.2 2.7 58.5% 289
-10 -8 -2 0.0892% $24.6 2.7 61.4% 145
-10 -4 -2 0.1677% $17.1 2.6 56.8% 146
-10 -8 9 0.1378% $37.9 2.6 66.1% 62
-9 -8 -2 0.0165% $21.9 2.6 59.9% 289
-10 -3 -2 0.2014% $12.9 2.6 58.2% 146
-10 -5 -2 0.0849% $18.9 2.6 57.3% 218
-10 -8 5 0.0892% $33.7 2.5 60.3% 136
-10 -4 -1 0.0976% $23.4 2.5 61.9% 218
-10 -8 -1 0.1378% $37.3 2.5 61.6% 73
-7 -3 -2 0.2349% $12.3 2.5 58.1% 74
-10 -9 -2 0.1070% $24.2 2.5 55.6% 72
-10 -8 0 0.0892% $31.7 2.4 60.0% 145
-10 -6 -2 0.1288% $18.0 2.4 61.0% 146
-10 -8 2 0.0892% $33.2 2.4 62.9% 140
-8 -3 -2 0.0569% $10.6 2.4 57.1% 294
-9 -7 -2 0.0537% $18.8 2.4 59.6% 218
-10 -8 0 0.1378% $34.9 2.4 61.6% 73
-10 -8 1 0.0892% $31.5 2.4 61.1% 144
-10 -8 4 0.0892% $32.6 2.4 63.2% 136
-8 -4 -1 0.0709% $19.4 2.4 59.4% 219
-9 -6 -1 0.1045% $22.9 2.3 56.6% 145
-10 -8 8 0.0892% $33.9 2.3 66.7% 126
-9 -6 -1 0.0279% $21.1 2.3 59.0% 290
-10 -9 0 0.1070% $31.3 2.3 56.3% 71
-9 -5 -1 0.0435% $19.8 2.3 55.1% 292
-10 -8 -7 0.0498% $7.3 2.3 55.1% 216
-9 -8 1 0.0165% $25.5 2.3 56.4% 282
-9 -7 -1 0.0219% $22.6 2.3 58.6% 290
-9 -8 2 0.0165% $25.8 2.2 57.7% 279
-9 -8 0 0.0165% $24.5 2.2 59.0% 288
-10 -6 0 0.1288% $22.3 2.2 56.6% 145
-10 -8 10 0.1378% $31.8 2.2 64.5% 62
-9 -8 -2 0.0338% $19.3 2.2 57.8% 218
-7 -4 -2 0.1020% $14.3 2.2 59.9% 147
-8 -4 -2 0.0341% $13.1 2.2 57.7% 291
-10 -3 -2 0.1301% $10.6 2.2 56.2% 219
-10 -5 -1 0.0849% $22.2 2.2 57.3% 218
-9 -5 -1 0.0757% $19.7 2.2 56.6% 219
-10 -9 -5 0.1070% $15.2 2.2 57.5% 73
-10 -5 -2 0.0395% $15.1 2.1 55.3% 291
-10 -4 -1 0.0383% $18.5 2.1 60.1% 291
-9 -7 0 0.0537% $21.8 2.1 61.0% 218
-10 -8 -2 0.0498% $18.7 2.1 59.4% 217
-10 -8 3 0.0892% $29.3 2.1 59.6% 136
-10 -9 -1 0.0596% $27.5 2.1 56.2% 144
-10 -6 -1 0.0764% $20.5 2.0 58.1% 217
-9 -8 -1 0.0338% $23.9 2.0 56.4% 218
-7 -3 -2 0.0856% $9.0 2.0 57.3% 220
-7 -4 -1 0.0627% $15.7 2.0 57.7% 220
-10 -9 -3 0.0596% $16.6 2.0 55.2% 145

EB#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -8 -3 -0.1012% $40.3 5.3 62.5% 80
-9 -8 -4 -0.1012% $33.9 5.0 58.8% 80
-10 -8 -3 -0.1367% $34.1 4.4 56.2% 80
-9 -8 -2 -0.1012% $45.4 4.0 56.2% 80
-10 -8 -4 -0.1367% $23.9 3.6 61.3% 80
-9 -8 10 -0.1012% $59.8 3.5 57.5% 80
-9 -8 9 -0.1012% $58.1 3.5 56.2% 80
-9 -8 8 -0.1012% $57.2 3.5 58.2% 79
-9 -8 7 -0.1012% $51.9 3.2 58.8% 80
-9 -8 5 -0.1012% $48.1 3.2 56.2% 80
-10 -9 -2 0.0650% $31.3 3.2 56.2% 160
-9 -8 6 -0.1012% $49.9 3.1 56.2% 80
-9 -7 -3 -0.1288% $21.3 3.0 60.0% 80
-5 -4 -3 -0.1303% $13.4 2.8 56.2% 80
-9 -7 10 -0.1288% $44.8 2.6 58.8% 80
-9 -7 9 -0.1288% $41.4 2.5 60.0% 80
-10 -4 -3 -0.2370% $10.0 2.4 56.2% 80
-10 -7 -1 0.1074% $28.4 2.3 58.1% 160
-10 -8 -2 0.0499% $22.0 2.3 55.4% 240
-9 -7 8 -0.1288% $39.0 2.3 57.0% 79
-9 -7 -3 -0.0695% $15.8 2.3 56.0% 159
-10 -7 -3 -0.0941% $14.9 2.2 55.6% 160
-3 -2 -1 0.1080% $15.5 2.2 58.8% 160
-10 -7 1 0.1074% $25.5 2.1 56.9% 160
-10 -7 2 0.1074% $27.0 2.1 58.8% 160
-9 -7 -1 -0.1288% $27.0 2.0 56.2% 80
-10 -4 -2 0.0894% $12.4 2.0 55.8% 240

GAS#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -9 8 0.0874% $44.9 4.4 55.4% 83
-10 -9 9 0.0874% $47.9 4.4 57.3% 82
-10 -8 8 0.1354% $39.5 4.2 55.4% 83
-10 -9 7 0.0874% $41.3 4.1 57.8% 83
-10 -8 -4 -0.1432% $26.5 3.9 56.6% 83
-10 -9 6 0.0874% $38.9 3.8 56.6% 83
-10 -9 7 0.0621% $38.1 3.6 57.8% 166
-10 -9 4 0.0874% $36.1 3.6 55.4% 83
-10 -9 8 0.0621% $37.6 3.4 55.2% 165
-10 -9 6 0.0621% $33.4 3.2 55.4% 166
-6 -5 -1 0.1040% $18.1 3.0 57.8% 83
-9 -6 -5 -0.1747% $12.3 3.0 56.6% 83
-7 -5 -1 0.1352% $15.4 2.6 55.4% 83
-10 -9 -4 -0.1103% $17.8 2.6 56.6% 83
-10 -9 -3 -0.1103% $18.7 2.4 55.4% 83

IHO#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-5 -4 6 -0.0986% $106.1 6.6 58.8% 34
-9 -4 -2 0.2159% $44.7 6.1 63.5% 52
-10 -7 7 -0.1542% $90.2 6.0 61.8% 34
-10 -7 -1 -0.1542% $66.5 5.4 61.5% 52
-10 -6 7 -0.1693% $82.4 5.1 55.2% 29
-5 -4 8 -0.0986% $76.1 5.1 61.1% 36
-9 -6 -2 0.1603% $45.8 4.8 62.0% 50
-10 -9 8 -0.1074% $64.8 4.8 64.0% 25
-9 -6 -1 0.1603% $56.7 4.7 65.4% 52
-10 -8 6 -0.1237% $66.6 4.7 56.7% 30
-9 -6 9 0.1603% $68.4 4.5 61.1% 36
-10 -8 -1 -0.1237% $56.3 4.5 65.4% 52
-9 -6 5 0.1603% $66.3 4.5 58.3% 36
-9 -8 6 -0.0533% $68.2 4.5 64.9% 57
-10 -6 9 0.1700% $65.2 4.4 61.8% 34
-7 -6 3 0.0813% $59.3 4.4 59.5% 37
-9 -6 10 0.1603% $62.4 4.2 61.1% 36
-9 -6 2 0.1603% $59.6 4.2 61.1% 36
-10 -8 8 -0.0432% $57.1 4.1 57.3% 89
-10 -4 -2 -0.2125% $39.9 4.1 58.2% 55
-9 -5 9 0.1952% $66.3 4.1 55.6% 36
-10 -9 7 0.0909% $78.9 4.1 69.0% 29
-9 -6 6 0.1603% $63.8 4.1 58.1% 31
-10 -5 9 0.1974% $64.6 4.0 55.9% 34
-10 -8 8 -0.0812% $57.3 4.0 56.1% 57
-10 -8 -1 -0.0812% $49.2 4.0 61.2% 98
-10 -6 10 0.1700% $58.4 3.9 58.8% 34
-9 -6 7 0.1603% $56.1 3.9 56.8% 37
-10 -9 8 -0.0361% $56.7 3.8 58.0% 88
-10 -7 8 -0.1542% $58.0 3.8 64.5% 31
-10 -8 7 -0.0812% $51.5 3.8 56.7% 60
-9 -8 6 -0.0878% $60.8 3.8 58.6% 29
-10 -7 0 -0.1542% $45.2 3.7 60.4% 48
-6 -4 -2 -0.1292% $34.5 3.6 57.4% 54
-9 -4 3 0.2159% $42.0 3.6 61.0% 41
-10 -4 -1 -0.2125% $47.1 3.6 63.6% 55
-9 -5 1 0.1952% $48.5 3.6 56.8% 37
-10 -9 2 0.0138% $49.5 3.5 57.0% 158
-10 -5 10 0.1974% $57.4 3.5 55.9% 34
-10 -9 6 -0.0361% $53.7 3.5 56.2% 89
-10 -7 6 -0.1542% $48.1 3.5 57.6% 33
-10 -3 -2 -0.2648% $26.6 3.5 56.4% 55
-10 -9 3 0.0909% $61.1 3.4 55.9% 34
-5 -4 7 -0.0986% $41.3 3.4 55.6% 36
-10 -9 -3 0.0295% $34.0 3.4 60.1% 148
-10 -8 0 -0.1237% $47.0 3.4 60.4% 48
-10 -9 10 0.0138% $56.1 3.4 57.6% 118
-10 -9 9 0.0138% $56.1 3.3 58.5% 118
-9 -4 -2 0.1432% $22.8 3.2 56.3% 103
-10 -5 -1 -0.1983% $44.4 3.2 61.5% 52
-9 -4 -3 0.2159% $16.1 3.2 63.0% 54
-9 -6 0 0.1603% $39.9 3.2 58.7% 46
-10 -9 5 0.0138% $45.4 3.2 55.2% 134
-10 -9 7 0.0138% $49.3 3.2 59.5% 126
-9 -6 -3 0.1603% $24.3 3.2 60.4% 53
-6 -4 6 -0.1292% $44.9 3.2 55.2% 29
-10 -9 2 0.0909% $58.0 3.1 60.5% 38
-10 -9 8 -0.0630% $45.9 3.1 58.9% 56
-10 -8 0 -0.0812% $38.9 3.1 57.9% 95
-10 -4 -3 -0.2125% $15.0 3.1 56.4% 55
-6 -3 -1 -0.1692% $34.1 3.1 57.9% 57
-10 -9 4 0.0138% $40.2 3.1 58.0% 131
-10 -9 10 -0.0361% $44.8 3.1 57.7% 97
-3 -2 -1 -0.0866% $24.4 3.1 56.0% 125
-9 -8 0 -0.0533% $42.4 3.1 59.8% 97
-10 -9 -1 -0.1074% $46.7 3.1 60.0% 50
-9 -8 7 -0.0533% $42.3 3.1 57.1% 63
-9 -4 5 0.2159% $42.3 3.0 60.6% 33
-10 -9 3 0.0138% $40.6 3.0 55.4% 148
-10 -9 7 0.0507% $48.2 3.0 62.1% 66
-7 -2 -1 -0.2619% $29.2 3.0 59.6% 57
-10 -4 8 -0.2125% $40.6 3.0 58.1% 31
-9 -8 -1 -0.0533% $40.1 3.0 59.6% 99
-10 -9 -2 0.0295% $33.1 3.0 55.3% 150
-10 -9 9 -0.0361% $42.3 3.0 58.8% 97
-10 -6 2 0.1046% $36.7 3.0 60.5% 81
-10 -7 5 -0.1542% $40.8 2.9 56.8% 37
-10 -4 -2 0.0908% $19.6 2.9 59.2% 157
-10 -9 5 -0.0361% $40.6 2.8 57.6% 99
-9 -5 -2 0.1150% $24.9 2.8 57.8% 102
-10 -5 5 -0.1983% $45.4 2.8 56.2% 32
-10 -4 0 -0.2125% $34.7 2.8 60.0% 50
-9 -6 -2 0.0906% $24.8 2.8 59.4% 101
-3 -2 -1 -0.0546% $20.2 2.8 55.7% 185
-10 -9 1 0.0138% $37.2 2.8 58.5% 164
-10 -8 6 -0.0812% $38.3 2.8 57.1% 63
-10 -9 1 0.0909% $45.7 2.7 59.0% 39
-7 -4 3 0.1663% $40.4 2.7 56.8% 37
-9 -4 -2 0.0828% $17.9 2.7 56.4% 156
-10 -9 9 0.0295% $45.9 2.7 58.0% 88
-8 -4 -3 0.1883% $14.4 2.7 65.5% 55
-10 -9 -5 0.0909% $23.1 2.7 61.2% 49
-10 -5 7 -0.1983% $48.7 2.7 56.7% 30
-10 -8 10 -0.0432% $37.8 2.6 56.0% 91
-9 -4 -3 0.1432% $11.4 2.6 59.3% 108
-10 -9 -5 0.0295% $20.4 2.6 58.2% 146
-10 -9 7 -0.0630% $39.9 2.6 55.6% 63
-10 -4 7 0.1490% $35.9 2.6 57.1% 63
-10 -9 10 0.0295% $43.8 2.6 58.0% 88
-7 -5 2 0.1395% $37.3 2.6 61.1% 36
-10 -9 -3 0.0138% $24.9 2.6 58.8% 199
-9 -4 -3 -0.1825% $17.7 2.6 57.4% 54
-10 -6 2 0.1700% $33.2 2.5 55.3% 38
-8 -2 -1 -0.2660% $24.1 2.5 56.4% 55
-10 -9 -1 0.0138% $34.1 2.5 59.0% 200
-10 -9 0 -0.1074% $37.3 2.5 58.3% 48
-10 -8 9 -0.0432% $35.6 2.5 56.0% 91
-10 -8 5 -0.0432% $33.0 2.5 55.1% 107
-10 -8 5 -0.0812% $34.7 2.5 56.5% 69
-7 -4 5 0.1663% $41.1 2.5 63.9% 36
-10 -8 -1 -0.0432% $29.7 2.5 57.1% 147
-10 -6 -1 0.1046% $27.8 2.4 61.9% 105
-10 -5 0 -0.1983% $31.5 2.4 58.0% 50
-10 -9 -4 0.0295% $19.9 2.4 56.5% 147
-10 -9 -1 0.0295% $34.5 2.4 59.3% 150
-7 -6 5 0.0813% $39.6 2.4 57.5% 40
-9 -7 -2 0.1386% $26.2 2.4 56.2% 48
-10 -9 6 0.0138% $36.8 2.4 56.5% 124
-10 -8 -2 -0.0812% $27.9 2.4 55.1% 98
-10 -8 9 0.0190% $38.1 2.4 57.0% 121
-9 -6 -1 0.0906% $26.1 2.3 58.8% 102
-10 -9 4 0.0295% $31.1 2.3 57.3% 96
-9 -5 2 0.1952% $35.1 2.3 58.3% 36
-10 -9 9 -0.0630% $35.7 2.3 55.6% 63
-7 -4 -3 0.1663% $10.7 2.3 55.4% 56
-10 -4 -2 -0.1340% $20.9 2.3 57.9% 107
-6 -4 5 0.1424% $34.5 2.3 55.9% 34
-9 -6 -5 0.1603% $10.1 2.3 60.8% 51
-10 -7 -6 -0.1542% $13.5 2.3 56.0% 50
-10 -6 0 -0.1693% $31.5 2.3 55.1% 49
-10 -6 1 0.1046% $28.9 2.3 60.0% 80
-9 -5 -2 0.1952% $22.6 2.3 59.6% 52
-10 -9 -3 0.0507% $24.0 2.3 56.4% 101
-9 -6 -3 0.0906% $16.8 2.2 57.5% 106
-4 -2 -1 -0.1862% $21.9 2.2 55.7% 61
-10 -8 10 0.0190% $36.0 2.2 56.2% 121
-10 -9 2 0.0507% $33.7 2.2 56.2% 80
-10 -4 -3 0.1490% $10.8 2.2 58.3% 108
-10 -9 -6 0.0295% $14.1 2.2 61.0% 146
-10 -8 -2 -0.1237% $26.4 2.2 55.8% 52
-10 -9 7 0.0295% $34.0 2.2 57.4% 94
-9 -4 0 0.2159% $23.1 2.2 55.1% 49
-10 -6 -3 0.1046% $16.2 2.2 58.1% 105
-10 -5 6 -0.1983% $37.5 2.2 58.6% 29
-10 -9 5 -0.1074% $30.1 2.2 62.5% 32
-9 -4 -3 0.0828% $9.0 2.1 56.9% 160
-10 -9 5 -0.0630% $30.5 2.1 59.1% 66
-10 -5 -2 0.1974% $19.4 2.1 58.8% 51
-10 -9 9 0.0909% $48.4 2.1 57.1% 28
-10 -6 6 -0.1693% $34.4 2.1 60.0% 30
-10 -9 10 0.0507% $39.8 2.1 55.4% 56
-8 -6 -3 0.0194% $14.8 2.1 57.7% 208
-10 -4 -3 0.0908% $9.0 2.1 57.4% 162
-10 -6 7 0.1046% $27.8 2.0 55.1% 69
-7 -6 2 0.0141% $23.2 2.0 57.4% 162
-4 -3 10 -0.0353% $28.1 2.0 56.3% 103
-4 -3 9 -0.0353% $27.9 2.0 55.3% 103

IRB#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -2 8 -0.3248% $115.6 8.2 67.7% 31
-8 -2 8 -0.3136% $110.1 8.1 68.8% 32
-10 -9 6 0.0916% $143.9 7.8 66.7% 30
-7 -2 8 -0.2889% $100.9 7.3 66.7% 33
-10 -5 8 -0.2467% $129.7 7.2 77.8% 27
-7 -5 8 -0.1485% $116.3 7.1 72.7% 33
-7 -5 8 -0.0929% $116.9 6.9 69.1% 55
-7 -6 6 0.1116% $106.0 6.7 70.0% 30
-7 -3 8 -0.2342% $103.5 6.7 58.8% 34
-8 -6 -2 0.1482% $62.5 6.7 64.4% 45
-7 -6 2 0.1116% $86.9 6.6 65.7% 35
-10 -6 8 0.2047% $75.1 6.5 65.4% 26
-10 -6 8 -0.1270% $120.2 6.5 62.3% 53
-9 -8 8 -0.1077% $128.3 6.4 65.5% 29
-10 -2 8 -0.3680% $80.5 6.4 62.5% 32
-10 -9 -3 0.0916% $63.9 6.2 56.2% 48
-7 -6 2 0.0749% $71.8 6.0 61.2% 67
-8 -4 -2 0.2479% $49.3 6.0 68.0% 50
-5 -3 8 -0.1803% $90.2 5.8 62.9% 35
-7 -6 10 0.1116% $76.6 5.8 64.3% 28
-7 -6 5 0.1116% $81.2 5.7 65.6% 32
-10 -8 8 -0.1549% $107.8 5.7 74.1% 27
-7 -4 -2 0.1956% $46.0 5.7 62.7% 51
-10 -9 9 -0.0411% $109.5 5.7 62.9% 89
-7 -6 10 -0.1027% $105.3 5.7 67.7% 31
-7 -6 8 0.1116% $83.4 5.7 63.0% 27
-7 -6 9 0.1116% $72.6 5.6 71.4% 28
-10 -9 10 -0.0411% $108.5 5.6 62.9% 89
-9 -8 8 -0.0663% $97.2 5.6 66.0% 47
-10 -6 10 -0.1270% $102.5 5.5 63.6% 66
-10 -8 9 -0.1549% $103.6 5.5 68.6% 35
-10 -9 9 -0.0711% $114.8 5.5 63.5% 63
-7 -6 9 -0.1027% $102.3 5.5 67.7% 31
-10 -6 9 -0.1270% $101.6 5.5 63.6% 66
-10 -6 -3 0.2047% $48.9 5.4 61.2% 49
-10 -6 8 -0.1938% $111.2 5.4 65.5% 29
-7 -6 7 0.1116% $74.0 5.4 67.7% 31
-10 -9 3 0.0916% $97.1 5.4 68.6% 35
-10 -9 10 -0.0711% $112.5 5.4 63.5% 63
-10 -8 10 -0.1549% $101.8 5.3 68.6% 35
-10 -9 1 0.0916% $88.2 5.2 65.0% 40
-10 -6 9 0.2047% $60.9 5.2 64.3% 28
-10 -6 10 -0.0866% $92.4 5.2 63.5% 85
-10 -6 9 -0.0866% $92.4 5.2 63.5% 85
-9 -6 8 -0.1007% $98.9 5.2 61.8% 55
-8 -6 10 -0.1370% $106.2 5.0 65.6% 32
-8 -6 9 -0.1370% $105.8 5.0 65.6% 32
-10 -6 6 0.2047% $62.2 5.0 60.6% 33
-9 -8 10 -0.1077% $107.0 5.0 60.6% 33
-10 -6 6 -0.1270% $93.4 5.0 60.0% 60
-10 -6 10 0.2047% $59.2 5.0 64.3% 28
-10 -5 8 -0.1490% $97.3 5.0 63.5% 52
-10 -3 8 -0.1870% $80.2 4.9 61.7% 60
-9 -8 9 -0.1077% $104.5 4.9 60.6% 33
-10 -5 9 -0.1490% $96.5 4.9 66.2% 65
-10 -9 -7 0.0916% $29.5 4.9 66.0% 47
-10 -6 7 -0.1270% $92.7 4.9 59.4% 64
-10 -6 -2 0.2047% $52.5 4.9 59.2% 49
-10 -4 8 -0.1782% $83.6 4.8 59.6% 57
-9 -8 10 -0.0663% $91.8 4.8 64.4% 59
-9 -8 9 -0.0663% $90.8 4.8 64.4% 59
-10 -5 10 -0.1490% $95.0 4.8 66.2% 65
-10 -7 -3 0.2051% $41.9 4.8 60.0% 50
-10 -6 8 -0.0866% $87.8 4.7 62.3% 77
-7 -5 9 0.1618% $72.8 4.7 63.3% 30
-10 -8 7 -0.1549% $87.1 4.7 65.7% 35
-7 -5 9 -0.0929% $88.1 4.7 67.2% 58
-10 -8 9 -0.1041% $91.8 4.7 63.9% 61
-7 -5 10 -0.1485% $94.3 4.7 75.9% 29
-10 -8 9 -0.0621% $85.9 4.6 61.6% 86
-9 -2 8 -0.1933% $61.9 4.6 58.7% 63
-10 -6 -1 0.2047% $56.5 4.6 60.4% 48
-10 -4 8 -0.1139% $76.1 4.6 60.0% 85
-7 -5 10 -0.0929% $86.5 4.6 67.2% 58
-7 -5 10 0.1618% $71.5 4.6 63.3% 30
-7 -5 9 -0.1485% $91.7 4.6 75.9% 29
-10 -6 -2 0.1305% $44.9 4.6 59.8% 97
-10 -8 10 -0.0621% $85.3 4.5 61.6% 86
-10 -7 -2 0.2051% $49.5 4.5 63.3% 49
-10 -8 10 -0.1041% $89.9 4.5 63.9% 61
-10 -9 5 -0.0411% $78.3 4.5 62.7% 110
-10 -6 -2 0.0343% $41.6 4.5 60.4% 192
-9 -6 8 -0.0638% $80.1 4.5 59.7% 77
-9 -5 8 -0.2043% $96.7 4.5 70.0% 30
-10 -9 0 0.0916% $74.2 4.5 62.2% 45
-7 -2 8 -0.1748% $56.2 4.5 57.8% 64
-10 -9 5 0.0916% $93.1 4.5 65.6% 32
-7 -6 -2 0.0749% $44.3 4.5 61.9% 97
-7 -6 4 0.1116% $69.1 4.5 63.6% 33
-10 -9 5 -0.0711% $82.9 4.4 62.7% 75
-10 -8 4 -0.1549% $75.0 4.4 67.6% 34
-9 -5 9 -0.0766% $83.0 4.4 65.2% 89
-10 -9 4 -0.0711% $82.6 4.4 62.9% 70
-10 -5 9 -0.2467% $91.8 4.4 71.1% 38
-9 -4 8 -0.0878% $76.6 4.4 61.9% 84
-9 -7 -3 0.1665% $35.7 4.4 57.4% 47
-10 -2 8 -0.2216% $54.7 4.4 58.3% 60
-9 -5 10 -0.0766% $82.3 4.4 66.3% 89
-10 -5 10 -0.2467% $90.6 4.3 71.1% 38
-10 -9 -1 0.0916% $68.3 4.3 59.1% 44
-10 -8 6 0.0832% $74.0 4.3 62.3% 61
-10 -9 4 -0.0411% $73.2 4.3 60.0% 100
-10 -6 -2 0.0724% $39.8 4.3 59.4% 143
-8 -7 -2 0.1149% $43.7 4.2 58.7% 46
-8 -6 -2 0.0985% $37.4 4.2 56.5% 92
-9 -6 10 -0.1007% $82.1 4.2 63.1% 65
-10 -9 -2 0.0558% $49.8 4.2 58.8% 97
-9 -6 9 -0.1007% $81.9 4.2 61.5% 65
-8 -4 -1 0.2479% $43.4 4.2 56.0% 50
-10 -6 -1 0.0343% $45.9 4.2 58.0% 193
-10 -9 2 -0.0411% $69.3 4.2 59.8% 107
-10 -8 -4 -0.1549% $32.4 4.2 55.1% 49
-9 -5 8 -0.1224% $77.3 4.2 63.5% 52
-10 -9 8 -0.1153% $95.9 4.1 71.0% 31
-9 -6 9 -0.0638% $78.1 4.1 60.9% 87
-9 -6 10 -0.0638% $78.0 4.1 62.1% 87
-10 -5 7 -0.2467% $83.4 4.1 58.8% 34
-7 -6 1 0.1116% $59.7 4.1 63.6% 44
-10 -5 9 -0.0916% $75.3 4.1 61.3% 93
-10 -6 7 -0.0866% $74.7 4.1 61.1% 95
-3 -2 10 -0.1796% $62.5 4.1 61.8% 34
-9 -7 -4 -0.1384% $25.6 4.1 62.5% 48
-10 -6 10 0.1305% $56.2 4.1 59.7% 62
-7 -6 5 0.0749% $55.9 4.0 58.3% 60
-10 -6 9 0.1305% $55.3 4.0 59.7% 62
-10 -5 8 -0.0916% $71.5 4.0 56.2% 80
-10 -5 10 -0.0916% $73.9 4.0 61.3% 93
-10 -8 3 0.1351% $59.3 4.0 59.0% 39
-10 -9 0 -0.0411% $58.5 4.0 58.5% 135
-3 -2 9 -0.1796% $60.8 4.0 61.8% 34
-10 -8 8 -0.1041% $78.1 4.0 64.2% 53
-10 -9 7 -0.0711% $85.2 3.9 63.2% 68
-10 -6 -3 0.0343% $28.4 3.9 60.9% 192
-10 -6 -1 0.0724% $43.5 3.9 55.9% 143
-9 -3 8 -0.1637% $63.2 3.9 58.3% 60
-10 -9 7 -0.0411% $76.9 3.9 60.0% 95
-9 -7 -2 0.1665% $44.8 3.9 62.5% 48
-10 -6 5 -0.1270% $67.1 3.9 60.6% 71
-5 -2 8 -0.1367% $54.2 3.9 57.4% 68
-10 -6 9 -0.1938% $78.8 3.9 60.5% 38
-10 -9 2 -0.0711% $69.9 3.9 57.3% 75
-9 -6 -3 0.2003% $35.3 3.9 55.1% 49
-10 -9 -2 0.0318% $45.2 3.8 56.6% 143
-7 -6 8 -0.1027% $75.0 3.8 57.6% 33
-10 -9 8 -0.0711% $82.6 3.8 63.2% 57
-10 -6 10 -0.1938% $77.3 3.8 60.5% 38
-9 -4 -2 0.1713% $30.3 3.8 61.6% 99
-10 -9 1 -0.0411% $62.0 3.8 59.2% 125
-10 -9 -4 -0.0411% $33.4 3.8 59.6% 141
-10 -4 -2 0.1839% $30.7 3.8 60.2% 98
-10 -4 -2 0.1146% $28.8 3.8 61.1% 149
-6 -5 9 -0.1081% $59.3 3.8 66.7% 24
-10 -6 -3 0.0724% $29.0 3.8 59.4% 143
-9 -8 4 -0.0663% $56.5 3.8 59.4% 64
-7 -6 -2 0.1116% $40.2 3.8 60.4% 48
-6 -5 10 -0.1081% $60.0 3.7 66.7% 24
-10 -2 6 0.4155% $42.5 3.7 58.8% 34
-10 -9 0 -0.0711% $60.1 3.7 60.9% 92
-6 -5 9 -0.0343% $57.8 3.7 59.3% 91
-8 -5 -1 0.1918% $46.9 3.7 60.4% 48
-10 -6 7 -0.1938% $75.4 3.7 60.0% 35
-10 -3 8 -0.3128% $54.9 3.7 58.1% 31
-10 -6 6 0.1305% $48.7 3.7 57.1% 63
-9 -5 8 -0.0766% $68.5 3.6 59.5% 79
-10 -7 -3 0.1145% $30.4 3.6 55.1% 98
-10 -8 -3 0.1351% $36.1 3.6 57.1% 49
-10 -6 6 -0.0866% $65.5 3.6 60.4% 96
-9 -5 6 0.2351% $63.7 3.6 62.5% 32
-10 -9 -3 0.0558% $37.4 3.6 55.7% 97
-10 -6 5 0.2047% $40.0 3.6 56.7% 30
-6 -5 10 -0.0343% $56.4 3.6 59.3% 91
-10 -9 -4 -0.0711% $34.4 3.5 55.7% 97
-9 -4 -2 0.0980% $27.6 3.5 59.5% 148
-7 -2 7 -0.1748% $51.3 3.5 60.8% 74
-10 -9 -1 -0.0411% $48.4 3.5 56.9% 144
-10 -9 -5 0.0916% $30.1 3.5 57.4% 47
-8 -4 -2 0.1435% $27.6 3.5 57.7% 97
-7 -6 6 0.0749% $51.5 3.5 58.7% 63
-10 -9 -3 0.0318% $36.5 3.5 57.7% 142
-9 -8 4 -0.1077% $62.4 3.5 61.1% 36
-9 -6 -2 0.1213% $34.9 3.5 57.9% 95
-10 -2 3 0.4155% $32.8 3.5 57.9% 38
-9 -4 8 -0.1460% $58.0 3.5 63.6% 55
-10 -9 4 0.0916% $60.0 3.5 64.9% 37
-9 -5 9 -0.2043% $82.6 3.5 69.7% 33
-9 -8 10 -0.0411% $66.4 3.5 57.8% 83
-9 -5 10 -0.2043% $82.5 3.4 69.7% 33
-7 -5 8 -0.0578% $58.8 3.4 56.3% 87
-10 -8 2 -0.1549% $59.2 3.4 65.8% 38
-10 -9 1 -0.0711% $61.2 3.4 59.8% 87
-9 -8 9 -0.0411% $64.6 3.4 57.8% 83
-10 -6 -1 0.1305% $40.2 3.4 57.3% 96
-10 -9 4 -0.1153% $67.3 3.3 60.5% 38
-10 -9 6 -0.0711% $71.3 3.3 57.8% 64
-8 -5 1 0.1918% $48.5 3.3 56.4% 39
-10 -9 -5 0.0318% $26.2 3.3 60.7% 140
-10 -8 3 0.0832% $50.5 3.3 58.1% 74
-10 -9 6 -0.0411% $62.4 3.3 57.0% 100
-8 -6 8 -0.1370% $69.2 3.3 55.6% 36
-10 -7 -2 0.0676% $33.9 3.3 55.9% 145
-9 -6 -3 0.1213% $26.5 3.3 56.4% 94
-8 -6 8 -0.0484% $57.9 3.3 57.1% 84
-8 -6 9 -0.0484% $58.2 3.3 58.2% 91
-10 -9 -1 0.0318% $44.4 3.3 57.7% 137
-10 -7 0 0.2051% $44.3 3.3 57.8% 45
-10 -9 -1 0.0558% $46.6 3.3 59.1% 93
-10 -9 9 -0.1153% $78.4 3.3 63.6% 33
-8 -4 2 0.2479% $40.3 3.3 55.8% 43
-8 -7 -1 0.1149% $36.9 3.3 55.6% 45
-9 -3 8 -0.0926% $52.7 3.3 57.6% 92
-8 -6 10 -0.0484% $57.2 3.3 57.1% 91
-8 -5 -2 0.1918% $35.3 3.2 68.8% 48
-7 -5 6 0.1618% $59.2 3.2 63.3% 30
-9 -5 9 -0.1224% $66.6 3.2 65.0% 60
-10 -8 0 0.1351% $43.4 3.2 58.7% 46
-10 -7 -4 -0.1815% $25.0 3.2 60.0% 50
-10 -6 8 0.1305% $48.4 3.2 58.3% 60
-6 -5 9 -0.0611% $56.0 3.2 58.2% 55
-10 -4 -2 0.0632% $23.9 3.2 58.1% 198
-10 -9 -2 0.0142% $37.0 3.2 56.8% 190
-9 -5 10 -0.1224% $65.5 3.2 65.0% 60
-10 -9 8 -0.0411% $62.0 3.2 56.5% 85
-10 -8 4 -0.1041% $52.4 3.2 60.9% 64
-10 -4 -2 0.2705% $27.2 3.2 62.7% 51
-10 -8 -3 0.0832% $28.6 3.1 60.0% 95
-10 -9 3 -0.0411% $51.9 3.1 57.9% 107
-9 -5 -2 0.2351% $36.5 3.1 63.8% 47
-10 -8 5 -0.1549% $57.1 3.1 60.5% 38
-9 -5 9 0.2351% $53.5 3.1 56.5% 23
-8 -5 9 -0.0591% $57.4 3.1 60.0% 90
-10 -4 -3 0.1146% $14.5 3.1 56.2% 146
-10 -7 9 -0.1815% $55.6 3.1 64.9% 37
-10 -6 -3 0.1305% $25.6 3.1 57.4% 94
-7 -4 -2 0.1215% $24.5 3.1 56.6% 99
-9 -5 10 0.2351% $53.5 3.1 56.5% 23
-10 -7 8 0.2051% $48.4 3.1 59.4% 32
-10 -9 0 0.0558% $44.6 3.1 60.6% 94
-10 -5 0 -0.1490% $43.8 3.1 57.0% 93
-10 -5 7 -0.1490% $59.7 3.1 55.1% 69
-10 -9 10 -0.1153% $73.9 3.1 63.6% 33
-9 -4 -2 0.0512% $22.9 3.1 56.6% 198
-9 -7 -1 0.1665% $46.0 3.1 63.6% 44
-10 -9 6 0.0318% $53.0 3.1 57.1% 84
-10 -7 5 0.2051% $51.8 3.1 59.4% 32
-10 -8 4 -0.0621% $50.2 3.0 58.5% 94
-9 -6 4 -0.1007% $52.3 3.0 57.6% 66
-10 -9 -3 -0.0411% $30.2 3.0 60.3% 141
-8 -5 10 -0.0591% $55.9 3.0 60.0% 90
-10 -9 -3 0.0142% $31.2 3.0 57.7% 189
-6 -5 10 -0.0611% $53.6 3.0 58.2% 55
-10 -7 6 0.0297% $44.8 3.0 57.9% 121
-10 -5 -2 0.0497% $26.0 3.0 58.4% 202
-9 -8 3 -0.0663% $44.6 3.0 57.1% 63
-9 -6 -2 0.0773% $30.2 3.0 55.9% 143
-9 -4 9 -0.0878% $56.6 3.0 59.6% 89
-9 -5 -1 0.2351% $38.0 3.0 63.0% 46
-8 -6 5 -0.1370% $57.4 3.0 60.6% 33
-9 -5 -2 0.0904% $28.4 3.0 55.2% 145
-10 -7 10 -0.1815% $54.4 3.0 64.9% 37
-10 -9 -5 -0.0411% $22.5 3.0 59.0% 139
-9 -7 10 -0.0487% $53.1 3.0 56.2% 89
-10 -4 6 0.2705% $43.2 3.0 59.4% 32
-9 -5 1 0.2351% $45.1 2.9 58.3% 36
-9 -2 9 -0.3248% $53.0 2.9 59.5% 37
-7 -6 3 0.1116% $44.1 2.9 57.5% 40
-9 -4 10 -0.0878% $55.7 2.9 59.6% 89
-10 -5 5 -0.2467% $51.3 2.9 57.5% 40
-10 -9 -1 -0.0711% $44.8 2.9 56.7% 97
-10 -9 -5 0.0142% $22.0 2.9 60.5% 185
-8 -4 8 -0.0729% $51.6 2.9 58.9% 95
-10 -6 6 0.0343% $41.7 2.9 57.7% 123
-9 -7 9 -0.0487% $51.9 2.9 57.3% 89
-4 -2 10 -0.2261% $37.4 2.9 56.4% 39
-10 -5 -2 0.1024% $26.8 2.9 57.0% 151
-10 -4 9 -0.1782% $53.4 2.8 58.8% 68
-10 -8 6 0.1351% $52.4 2.8 61.8% 34
-9 -2 10 -0.3248% $51.1 2.8 59.5% 37
-9 -8 7 -0.1077% $51.8 2.8 56.2% 32
-10 -6 5 -0.0866% $46.8 2.8 60.0% 105
-9 -7 8 -0.1384% $55.5 2.8 59.3% 27
-8 -5 8 -0.1059% $46.8 2.8 58.6% 58
-9 -6 5 -0.1007% $51.1 2.8 59.4% 64
-10 -6 6 0.0724% $41.9 2.8 56.0% 91
-10 -7 -2 0.0297% $27.7 2.8 56.2% 194
-4 -2 9 -0.2261% $36.2 2.8 56.4% 39
-10 -6 9 0.0724% $41.8 2.8 55.1% 89
-9 -6 -3 0.0773% $21.5 2.8 57.7% 142
-10 -8 0 -0.1549% $40.4 2.8 56.2% 48
-10 -8 1 -0.1549% $46.1 2.8 71.4% 42
-10 -7 -1 0.2051% $37.7 2.8 59.6% 47
-8 -4 -2 0.0858% $21.8 2.8 55.6% 144
-8 -6 6 -0.1370% $57.9 2.8 59.4% 32
-10 -7 -1 0.0676% $34.1 2.8 56.7% 141
-8 -6 -2 0.0603% $25.9 2.8 56.1% 139
-7 -6 -2 0.0334% $27.5 2.8 58.6% 145
-10 -9 -2 -0.0411% $35.9 2.8 56.2% 144
-10 -6 1 0.1305% $35.4 2.8 57.5% 80
-9 -8 7 -0.0663% $46.6 2.7 55.2% 58
-10 -9 1 0.0558% $42.8 2.7 57.3% 82
-10 -8 1 0.1351% $42.8 2.7 59.5% 42
-7 -6 9 0.0749% $37.7 2.7 63.6% 55
-7 -6 1 0.0749% $37.2 2.7 57.0% 86
-10 -4 10 -0.1782% $51.6 2.7 58.8% 68
-7 -2 9 -0.2889% $48.0 2.7 57.1% 35
-10 -7 8 -0.1815% $58.1 2.7 68.0% 25
-10 -9 5 -0.1153% $57.3 2.7 59.5% 37
-9 -5 -2 0.0494% $24.3 2.7 56.2% 194
-10 -5 -2 0.1544% $25.9 2.7 59.4% 101
-10 -8 5 -0.1041% $48.7 2.7 57.7% 71
-10 -9 -7 0.0318% $15.7 2.7 59.4% 138
-10 -6 6 -0.1938% $53.2 2.7 55.6% 36
-7 -5 9 -0.0578% $49.7 2.7 60.5% 86
-7 -6 8 0.0749% $42.2 2.7 60.4% 53
-8 -2 9 -0.3136% $44.5 2.7 59.0% 39
-10 -9 -3 -0.0711% $29.5 2.7 56.8% 95
-10 -8 6 -0.1549% $53.0 2.7 63.9% 36
-5 -2 5 -0.1367% $34.1 2.7 56.9% 72
-9 -8 2 -0.0663% $40.6 2.7 58.9% 73
-8 -5 8 -0.0591% $46.4 2.7 56.8% 88
-10 -8 3 0.0434% $39.1 2.7 57.7% 111
-9 -6 8 -0.1689% $49.0 2.6 58.6% 29
-8 -5 8 -0.1753% $51.2 2.6 60.7% 28
-10 -4 9 -0.1139% $47.1 2.6 56.1% 98
-7 -5 10 -0.0578% $48.8 2.6 60.5% 86
-10 -8 5 0.1351% $49.3 2.6 64.7% 34
-10 -8 2 -0.1041% $43.3 2.6 59.7% 72
-8 -5 9 -0.1059% $48.0 2.6 61.7% 60
-7 -2 10 -0.2889% $45.8 2.6 57.1% 35
-10 -9 -1 0.0142% $35.3 2.6 56.2% 185
-9 -8 8 -0.0411% $47.2 2.6 56.0% 75
-10 -7 -1 0.1145% $34.4 2.6 55.4% 92
-8 -2 10 -0.3136% $42.9 2.6 59.0% 39
-10 -8 6 0.0434% $42.1 2.6 56.2% 89
-8 -5 -2 0.1170% $25.0 2.6 61.1% 95
-10 -8 5 0.0832% $45.6 2.6 59.1% 66
-9 -8 5 -0.1077% $48.6 2.6 55.3% 38
-10 -6 -2 -0.1270% $26.1 2.5 56.6% 99
-10 -9 2 0.0916% $43.2 2.5 61.1% 36
-9 -6 6 0.1213% $31.5 2.5 57.1% 63
-10 -4 10 -0.1139% $45.5 2.5 56.1% 98
-10 -9 -2 -0.0711% $36.1 2.5 56.1% 98
-10 -8 -3 0.0434% $23.1 2.5 58.9% 141
-10 -7 9 -0.1205% $51.3 2.5 58.8% 68
-10 -9 3 0.0318% $39.0 2.5 60.4% 106
-9 -5 -2 0.1580% $23.4 2.5 55.2% 96
-9 -6 5 -0.0638% $40.9 2.5 55.8% 95
-7 -6 -3 0.0749% $20.6 2.5 58.6% 99
-5 -3 6 -0.1803% $39.9 2.5 55.3% 38
-10 -7 10 -0.1205% $51.0 2.5 58.8% 68
-10 -9 2 -0.1153% $48.7 2.5 56.8% 37
-10 -6 -5 0.2047% $10.6 2.5 59.2% 49
-8 -5 10 -0.1059% $45.4 2.4 61.7% 60
-9 -7 10 -0.0846% $45.4 2.4 55.6% 63
-10 -6 -2 -0.0866% $23.9 2.4 58.7% 143
-10 -7 -1 0.0297% $29.6 2.4 57.9% 190
-10 -9 1 0.0318% $35.4 2.4 55.5% 119
-7 -2 9 -0.1748% $36.2 2.4 59.4% 64
-10 -9 0 0.0318% $33.1 2.4 58.8% 136
-10 -9 -7 0.0142% $13.0 2.4 56.6% 182
-7 -2 10 -0.1748% $36.3 2.4 59.4% 64
-9 -7 9 -0.0846% $44.1 2.4 55.6% 63
-9 -6 7 -0.0638% $43.1 2.4 56.8% 88
-9 -7 -2 0.0271% $24.8 2.4 57.6% 191
-9 -7 -3 0.0271% $19.3 2.4 55.3% 188
-10 -2 9 -0.3680% $38.4 2.4 60.5% 38
-7 -6 -2 0.0141% $22.6 2.4 57.7% 194
-10 -2 10 -0.1228% $34.3 2.3 57.6% 99
-10 -7 9 -0.0746% $43.8 2.3 58.0% 88
-10 -2 9 -0.1228% $33.8 2.3 57.6% 99
-10 -9 -5 0.0558% $17.8 2.3 56.4% 94
-9 -7 -2 0.0602% $24.1 2.3 55.6% 144
-10 -9 3 -0.0711% $41.0 2.3 56.8% 74
-10 -8 8 -0.0621% $44.8 2.3 55.3% 76
-5 -2 10 -0.1367% $33.8 2.3 56.2% 73
-10 -8 -2 0.0832% $24.8 2.3 55.8% 95
-8 -3 8 -0.2351% $41.1 2.3 55.9% 34
-10 -8 2 0.1351% $36.1 2.3 56.4% 39
-10 -7 10 -0.0746% $43.1 2.3 58.0% 88
-10 -2 10 -0.3680% $36.6 2.3 60.5% 38
-9 -7 8 -0.0487% $42.6 2.3 55.3% 76
-9 -6 7 -0.1007% $45.6 2.3 58.7% 63
-8 -6 -2 0.0261% $20.8 2.3 55.7% 185
-7 -4 -2 0.0825% $17.7 2.3 55.4% 148
-10 -9 -8 -0.1153% $12.7 2.3 57.8% 45
-10 -4 -3 0.1839% $10.7 2.2 56.2% 96
-10 -9 6 0.0142% $37.3 2.2 56.0% 116
-10 -9 5 0.0558% $39.0 2.2 60.0% 65
-7 -3 2 0.1560% $23.5 2.2 61.3% 75
-10 -9 -4 0.0318% $19.8 2.2 55.1% 138
-10 -9 3 0.0558% $36.0 2.2 60.8% 74
-10 -2 9 -0.2216% $33.2 2.2 57.7% 71
-10 -6 4 -0.0866% $35.5 2.2 56.7% 104
-8 -3 2 0.2971% $27.5 2.2 56.4% 39
-10 -8 -5 0.0434% $14.8 2.2 59.0% 139
-5 -2 9 -0.1367% $32.3 2.2 56.2% 73
-10 -9 8 0.0916% $46.6 2.2 59.4% 32
-10 -6 5 -0.1938% $42.1 2.2 56.4% 39
-9 -7 9 -0.1384% $44.8 2.2 58.8% 34
-10 -2 10 -0.2216% $32.7 2.2 57.7% 71
-9 -7 10 -0.1384% $45.2 2.2 58.8% 34
-10 -6 -2 -0.1938% $22.3 2.2 58.0% 50
-10 -2 2 0.4155% $18.2 2.1 56.1% 41
-10 -6 -5 0.0724% $8.3 2.1 56.9% 144
-9 -2 9 -0.1933% $34.1 2.1 58.0% 69
-8 -4 9 -0.0729% $40.6 2.1 56.7% 90
-9 -7 -2 0.0993% $22.3 2.1 55.8% 95
-7 -5 2 0.1618% $30.6 2.1 63.9% 36
-8 -7 9 -0.0637% $35.0 2.1 60.3% 58
-9 -7 -1 0.0271% $26.5 2.1 58.7% 184
-8 -2 7 -0.3136% $37.5 2.1 62.2% 37
-10 -8 1 -0.1041% $33.8 2.1 61.7% 81
-10 -6 8 0.0343% $30.1 2.1 57.0% 121
-9 -2 10 -0.1933% $33.6 2.1 58.0% 69
-9 -8 6 -0.0663% $36.6 2.1 56.1% 57
-8 -4 -2 0.0502% $16.0 2.1 55.4% 193
-10 -8 6 -0.1041% $40.1 2.1 56.9% 65
-10 -9 4 0.0558% $34.3 2.1 58.1% 74
-10 -5 -2 0.2483% $21.4 2.1 62.7% 51
-9 -6 -2 -0.1007% $20.2 2.1 57.6% 99
-10 -7 0 -0.1815% $27.3 2.1 60.9% 46
-10 -4 -3 0.2705% $10.9 2.1 58.0% 50
-7 -5 2 -0.1485% $36.4 2.1 60.5% 38
-10 -2 7 -0.2216% $29.7 2.1 55.8% 77
-9 -7 -1 0.0602% $25.7 2.0 56.6% 136
-8 -4 10 -0.0729% $39.1 2.0 56.7% 90
-7 -5 1 0.1618% $31.3 2.0 57.1% 42
-10 -9 3 0.0142% $31.5 2.0 57.1% 140
-9 -7 -2 -0.1384% $22.4 2.0 57.1% 49

QBZ#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -9 -7 0.1012% $26.2 5.2 61.6% 73
-10 -7 -3 -0.1654% $27.2 4.0 56.6% 76
-9 -8 -3 -0.0963% $31.7 4.0 61.3% 75
-10 -9 -4 0.1012% $29.3 3.6 59.5% 74
-10 -9 -7 0.0639% $17.0 3.5 55.9% 145
-5 -4 8 -0.1271% $44.4 3.4 56.1% 66
-10 -8 -3 -0.1401% $25.1 3.4 56.6% 76
-10 -7 8 -0.1654% $50.9 3.3 61.5% 65
-9 -8 -4 -0.0963% $24.1 3.3 57.3% 75
-5 -2 8 -0.2202% $32.9 3.0 55.6% 72
-5 -4 5 -0.1271% $37.2 3.0 56.9% 72
-10 -7 -5 0.1908% $20.1 3.0 56.6% 76
-10 -9 -3 0.0639% $23.9 2.9 56.0% 150
-10 -8 8 0.1426% $38.8 2.7 63.8% 69
-10 -8 -4 -0.1401% $15.7 2.5 55.3% 76
-5 -4 4 -0.1271% $31.4 2.5 56.8% 74
-5 -2 10 -0.2202% $29.1 2.5 55.1% 69
-9 -8 6 -0.0963% $38.4 2.4 55.1% 69
-9 -8 -5 0.0565% $17.7 2.4 57.3% 150
-10 -9 8 -0.0394% $33.2 2.3 58.6% 191
-10 -9 4 -0.0394% $30.2 2.3 56.2% 208
-9 -8 -6 0.0565% $13.9 2.3 55.1% 147
-9 -8 8 0.1001% $31.7 2.1 58.6% 70
-10 -8 -2 0.0485% $21.5 2.1 55.1% 227
-10 -9 6 -0.0394% $28.7 2.1 55.4% 202
-10 -9 5 -0.0394% $28.2 2.1 55.8% 199
-10 -8 -5 0.0832% $13.4 2.1 56.3% 151
-10 -8 6 -0.1401% $30.6 2.1 55.9% 68
-9 -3 -2 0.2704% $10.9 2.1 55.8% 77
-10 -8 8 0.0832% $29.5 2.0 60.9% 138
-9 -7 8 -0.1286% $29.2 2.0 56.5% 62

QCL#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -8 -3 -0.0945% $39.7 5.1 61.5% 78
-9 -8 -4 -0.0945% $30.8 4.9 55.1% 78
-8 -4 -2 0.1232% $27.5 4.7 60.3% 156
-9 -8 10 -0.0945% $71.2 4.4 57.7% 78
-9 -8 8 -0.0945% $68.2 4.4 56.4% 78
-10 -4 -2 0.0905% $24.2 4.2 60.9% 233
-10 -4 -2 0.0401% $24.0 4.2 60.1% 311
-9 -4 -2 0.1356% $25.4 4.1 62.8% 156
-9 -4 -2 0.0447% $22.7 4.1 60.8% 311
-9 -8 9 -0.0945% $62.6 4.0 57.7% 78
-9 -4 -2 0.0877% $22.3 3.9 60.5% 233
-9 -4 -1 0.0877% $31.2 3.8 61.8% 233
-9 -4 -1 0.0447% $29.1 3.7 61.4% 311
-8 -4 -1 0.1232% $28.3 3.5 64.7% 156
-10 -4 -1 0.0401% $30.7 3.5 62.7% 311
-10 -4 -2 0.1624% $20.9 3.4 59.0% 156
-10 -4 -1 0.0905% $28.3 3.2 63.5% 233
-10 -4 -1 0.1624% $26.5 3.1 62.8% 156
-8 -4 -2 0.0336% $17.7 3.1 58.8% 311
-9 -4 -2 0.2246% $20.8 3.0 59.0% 78
-10 -8 -2 0.0487% $25.8 2.9 62.7% 233
-9 -4 -1 0.1356% $25.8 2.9 61.5% 156
-9 -6 -1 0.0969% $29.1 2.9 58.3% 156
-8 -4 -2 0.0681% $17.5 2.9 60.1% 233
-10 -2 -1 0.3579% $17.7 2.8 61.5% 78
-8 -4 -2 0.2044% $17.6 2.8 60.3% 78
-10 -6 -2 0.0750% $20.4 2.8 59.2% 233
-10 -6 -1 0.0750% $27.2 2.7 58.4% 233
-10 -8 -1 0.0487% $31.9 2.7 59.7% 233
-8 -3 -2 0.0510% $11.9 2.6 58.2% 311
-9 -7 -3 -0.0776% $17.6 2.6 55.1% 156
-7 -4 -2 0.0610% $16.1 2.6 61.8% 233
-10 -3 -2 0.0545% $11.8 2.6 57.2% 311
-10 -8 -1 0.0215% $28.0 2.5 57.6% 311
-7 -4 -1 0.0997% $20.6 2.5 60.3% 156
-10 -3 -2 0.1211% $12.1 2.5 56.7% 233
-8 -4 -1 0.0336% $20.3 2.5 60.1% 311
-9 -3 -2 0.1697% $12.4 2.5 59.0% 156
-10 -6 -1 0.1178% $25.4 2.5 56.4% 156
-9 -6 -1 0.0600% $23.6 2.5 58.4% 233
-10 -8 -2 0.0215% $21.0 2.5 60.1% 311
-10 -6 -1 0.0340% $24.0 2.4 57.6% 311
-10 -4 0 0.0401% $21.6 2.4 55.6% 311
-9 -7 -1 0.0537% $25.5 2.4 57.5% 233
-10 -9 -5 0.1012% $16.8 2.4 59.0% 78
-8 -3 -1 0.2548% $17.7 2.3 56.4% 78
-10 -5 -2 0.0917% $17.6 2.3 55.8% 233
-6 -4 -2 0.0526% $15.2 2.3 58.4% 233
-10 -9 -2 0.0633% $22.7 2.3 55.1% 156
-10 -3 -1 0.1211% $17.8 2.3 55.8% 233
-9 -8 -7 0.0968% $8.5 2.3 57.7% 78
-10 -3 -2 0.1922% $11.5 2.3 57.7% 156
-9 -6 -2 0.0969% $16.7 2.3 57.7% 156
-10 -5 -2 0.0460% $16.2 2.3 55.6% 311
-7 -4 -2 0.0997% $14.7 2.3 60.3% 156
-9 -6 -1 0.1684% $22.9 2.2 55.1% 78
-10 -4 -1 0.2578% $21.8 2.2 65.4% 78
-8 -4 -1 0.0681% $17.9 2.2 60.5% 233
-8 -4 -1 0.2044% $19.6 2.2 61.5% 78
-9 -4 -1 0.2246% $21.3 2.2 62.8% 78
-9 -4 -3 0.0447% $7.7 2.2 56.6% 311
-9 -7 10 -0.1249% $34.1 2.2 55.1% 78
-7 -3 -2 0.0493% $10.0 2.2 57.2% 311
-10 -8 0 0.0487% $26.4 2.2 58.8% 233
-9 -6 -1 0.0316% $19.9 2.2 56.9% 311
-8 -6 -1 0.0492% $20.2 2.2 55.8% 233
-10 -8 0 0.0215% $24.0 2.2 57.6% 311
-9 -5 -1 0.2008% $22.9 2.1 57.7% 78
-7 -3 -2 0.0861% $10.1 2.1 58.8% 233
-10 -6 0 0.0750% $21.3 2.1 56.2% 233
-10 -5 -1 0.0917% $21.9 2.1 57.1% 233
-9 -3 -2 0.0652% $9.8 2.1 57.6% 311
-9 -3 -1 0.1081% $15.5 2.1 55.8% 233
-10 -7 -1 0.0353% $21.8 2.1 56.9% 311
-10 -6 -2 0.0340% $15.9 2.1 58.2% 311
-10 -6 0 0.0340% $20.8 2.1 56.3% 311
-9 -3 -2 0.1081% $9.8 2.1 57.9% 233
-8 -3 -2 0.2548% $10.4 2.1 59.0% 78
-10 -8 2 0.0487% $25.6 2.0 59.2% 233
-10 -8 -1 0.0881% $26.5 2.0 58.3% 156
-6 -4 -3 0.0877% $8.1 2.0 55.1% 156
-10 -8 3 0.0487% $26.0 2.0 60.1% 233
-9 -7 0 0.0537% $21.5 2.0 56.7% 233
-9 -8 -2 0.0326% $17.7 2.0 59.7% 233
-10 -7 -1 0.1774% $27.9 2.0 55.1% 78
-10 -3 -1 0.0545% $15.0 2.0 57.6% 311
-10 -8 3 0.0881% $28.1 2.0 60.9% 156
-10 -4 -3 0.0905% $7.2 2.0 57.1% 233

QGC#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -3 -1 -0.0706% $41.2 4.9 62.2% 82
-10 -6 -1 -0.0560% $51.5 4.1 57.3% 82
-10 -8 -1 -0.0416% $56.6 3.9 58.5% 82
-10 -8 -2 -0.0227% $36.9 3.9 59.8% 164
-10 -8 -2 -0.0416% $47.9 3.8 61.0% 82
-10 -8 0 -0.0416% $50.2 3.8 59.8% 82
-9 -3 -1 -0.0655% $32.2 3.7 57.3% 82
-8 -4 -1 -0.0534% $42.9 3.6 56.1% 82
-10 -8 4 -0.0416% $48.9 3.5 58.5% 82
-10 -8 -4 -0.0227% $26.8 3.5 59.1% 164
-7 -5 -1 -0.0376% $37.9 3.4 57.3% 82
-7 -5 4 -0.0376% $43.8 3.3 56.1% 82
-8 -3 -1 -0.0533% $27.9 3.2 56.1% 82
-10 -8 5 -0.0416% $49.9 3.2 58.5% 82
-7 -5 2 -0.0376% $40.9 3.1 56.1% 82
-10 -8 -3 -0.0227% $23.5 3.1 60.4% 164
-10 -8 -4 -0.0416% $31.2 3.0 56.1% 82
-10 -7 -1 -0.0478% $31.1 3.0 56.1% 82
-10 -3 0 -0.0706% $27.4 2.9 56.1% 82
-10 -5 -1 -0.0610% $27.4 2.9 56.1% 82
-3 -2 8 0.0260% $35.0 2.8 67.1% 82
-10 -8 -2 -0.0149% $22.8 2.8 56.9% 246
-7 -3 -1 -0.0538% $26.5 2.8 56.1% 82
-10 -8 4 -0.0227% $31.3 2.7 55.5% 164
-3 -2 9 0.0260% $34.1 2.6 63.4% 82
-10 -8 -3 -0.0416% $21.2 2.2 58.5% 82
-10 -8 7 -0.0416% $36.8 2.2 56.1% 82
-10 -8 6 -0.0416% $32.0 2.0 56.1% 82

QHG#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -6 10 -0.0711% $23.3 2.6 55.4% 83

QHO#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -8 8 0.1294% $53.6 3.2 57.7% 78
-9 -4 -2 0.2223% $23.9 3.0 63.7% 80
-10 -8 7 0.0784% $44.6 2.9 58.4% 154
-10 -8 8 0.0784% $44.2 2.9 56.3% 151
-10 -8 -2 0.0242% $30.3 2.9 56.1% 319
-9 -8 -2 0.0168% $29.6 2.8 56.7% 319
-10 -8 -3 0.0784% $28.0 2.8 56.9% 160
-10 -8 -3 0.0443% $25.4 2.8 57.5% 240
-10 -8 -2 0.0443% $30.0 2.7 55.8% 240
-10 -8 7 0.1294% $45.7 2.7 58.4% 77
-8 -4 -2 0.1740% $20.2 2.7 59.3% 81
-10 -8 9 0.0784% $42.0 2.6 57.3% 150
-10 -8 5 0.0784% $39.4 2.6 57.4% 155
-10 -8 4 0.1294% $45.6 2.6 60.8% 79
-10 -8 4 0.0784% $38.0 2.5 58.3% 156
-10 -8 -3 0.0242% $21.9 2.5 57.7% 319
-10 -8 3 0.0784% $36.9 2.5 59.9% 157
-9 -6 9 0.1617% $36.5 2.5 59.2% 76
-9 -6 8 0.1617% $35.4 2.5 56.0% 75
-9 -8 -3 0.0168% $21.4 2.4 56.7% 319
-10 -9 -2 0.0561% $28.6 2.4 55.3% 159
-10 -8 3 0.0443% $33.1 2.4 59.1% 237
-10 -8 6 0.0784% $35.7 2.4 58.1% 155
-10 -8 -5 0.0784% $21.2 2.4 59.4% 160
-10 -8 5 0.1294% $42.3 2.4 59.2% 76
-9 -8 -5 0.0168% $16.6 2.4 58.4% 317
-10 -8 9 0.1294% $41.8 2.4 58.7% 75
-10 -8 -1 0.0443% $30.8 2.3 59.2% 240
-10 -8 -5 0.0443% $18.0 2.3 60.4% 240
-10 -8 7 0.0443% $33.2 2.3 57.1% 233
-9 -6 7 0.1617% $34.2 2.3 60.0% 75
-10 -8 2 0.0784% $33.7 2.3 55.8% 154
-10 -8 10 0.0784% $35.5 2.3 56.0% 150
-9 -7 -2 0.0521% $21.7 2.2 55.0% 238
-10 -8 6 0.1294% $37.4 2.2 59.0% 78
-10 -4 -2 0.1007% $16.2 2.2 57.9% 240
-10 -8 1 0.0443% $29.3 2.2 59.4% 239
-10 -8 5 0.0443% $31.6 2.2 56.8% 234
-10 -8 4 0.0443% $30.0 2.2 56.4% 234
-10 -8 -1 0.0242% $27.6 2.2 58.3% 319
-10 -8 -1 0.0784% $31.5 2.2 58.8% 160
-10 -6 -2 0.0341% $19.5 2.2 56.2% 320
-10 -8 1 0.0784% $30.6 2.1 59.7% 159
-9 -4 -2 0.0487% $15.0 2.1 55.8% 319
-10 -8 3 0.1294% $36.4 2.1 61.0% 77
-10 -9 -3 0.0561% $21.1 2.1 57.2% 159
-10 -8 8 0.0443% $30.6 2.1 56.1% 228
-8 -4 -3 0.1740% $10.2 2.1 56.8% 81
-10 -6 -2 0.1102% $20.8 2.1 59.4% 160
-9 -4 -2 0.1320% $15.7 2.1 58.1% 160
-10 -6 -1 0.1102% $25.0 2.1 57.5% 160
-9 -8 -5 0.0347% $15.7 2.1 56.3% 238
-10 -9 -3 0.0360% $19.7 2.0 57.7% 239

QNG#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-7 -2 -1 0.2983% $16.7 4.0 56.2% 80
-4 -2 -1 0.2249% $18.1 3.8 57.5% 80
-5 -3 -1 -0.1910% $20.4 3.5 61.3% 80
-5 -3 1 -0.1910% $19.5 2.9 56.2% 80
-3 -2 -1 0.1880% $12.9 2.5 57.5% 80
-6 -3 -1 -0.2244% $14.3 2.2 58.8% 80

QPA#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-4 -3 4 -0.0777% $47.2 6.3 64.5% 31
-4 -3 7 -0.0777% $108.2 5.7 75.0% 24
-9 -7 -3 0.1718% $84.3 5.6 55.8% 52
-8 -7 -5 0.1341% $99.2 5.5 63.2% 68
-10 -7 -1 0.1886% $86.8 5.5 61.9% 42
-10 -9 -4 0.0948% $93.2 5.4 57.9% 38
-9 -7 -5 0.1718% $84.8 5.2 58.5% 65
-9 -8 -3 0.1074% $87.2 5.1 56.8% 44
-9 -7 -2 0.0940% $70.3 5.0 59.4% 96
-9 -7 -4 0.0940% $68.4 4.9 57.0% 100
-9 -7 -6 0.0940% $58.5 4.8 61.4% 140
-5 -4 0 -0.1155% $44.7 4.8 66.7% 30
-9 -8 -4 0.1074% $78.0 4.5 55.6% 45
-9 -7 -5 0.0940% $67.4 4.5 58.0% 131
-9 -7 -6 0.1718% $61.4 4.4 60.0% 70
-9 -7 -6 0.0564% $46.8 4.3 60.2% 211
-9 -8 -1 0.1074% $80.2 4.3 57.9% 38
-9 -7 -4 0.1718% $64.1 4.2 57.7% 52
-4 -3 7 -0.0487% $56.5 4.1 65.4% 52
-9 -7 -2 0.1718% $62.0 4.0 57.1% 49
-9 -7 -6 0.0300% $41.4 3.8 58.9% 280
-9 -8 -4 0.0616% $54.7 3.8 55.7% 97
-9 -7 -5 0.0564% $49.7 3.7 57.9% 197
-4 -3 7 -0.0332% $47.0 3.7 64.4% 73
-4 -3 4 -0.0487% $23.9 3.7 58.3% 60
-8 -7 -4 0.1341% $65.2 3.7 56.9% 58
-8 -7 -5 0.0656% $64.2 3.6 59.7% 134
-9 -7 -5 0.0300% $47.0 3.6 56.5% 255
-9 -7 -2 0.0564% $46.5 3.5 58.3% 144
-10 -7 -4 0.1886% $50.4 3.5 56.9% 51
-9 -7 -4 0.0564% $44.0 3.5 55.8% 154
-9 -7 -1 0.1718% $65.9 3.4 55.3% 47
-6 -3 -2 -0.1797% $24.4 3.2 55.8% 43
-8 -7 -6 0.1341% $57.1 3.1 60.0% 75
-9 -7 -2 0.0300% $42.7 3.1 56.0% 191
-8 -7 -1 0.0385% $45.6 3.0 55.4% 139
-8 -7 -5 0.0385% $46.5 3.0 57.1% 203
-5 -3 0 -0.1497% $24.4 2.8 57.7% 26
-4 -3 9 -0.0777% $46.6 2.8 60.0% 30
-4 -3 9 -0.0332% $30.9 2.7 58.8% 85
-9 -8 -5 0.0616% $42.0 2.7 55.4% 121
-4 -3 10 -0.0332% $31.8 2.6 58.8% 85
-4 -3 6 -0.0777% $41.0 2.6 61.5% 26
-8 -7 -6 0.0656% $42.3 2.5 58.7% 150
-4 -3 9 -0.0487% $31.8 2.5 58.6% 58
-4 -3 10 -0.0777% $45.8 2.5 63.3% 30
-4 -3 4 -0.0332% $14.5 2.4 56.5% 92
-10 -9 5 0.0948% $56.5 2.3 63.6% 22
-8 -7 -6 0.0385% $33.4 2.3 58.2% 225
-10 -3 7 -0.3136% $20.0 2.3 55.2% 29
-8 -7 -4 0.0656% $39.3 2.3 55.0% 109
-5 -3 -2 -0.1497% $16.6 2.3 56.4% 39
-4 -3 10 -0.0487% $30.0 2.2 60.3% 58
-10 -7 -5 0.1886% $46.9 2.1 57.6% 59
-10 -7 -3 0.1886% $37.2 2.1 56.0% 50

QPL#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-3 -2 10 0.0893% $60.2 4.3 65.9% 82
-3 -2 9 0.0893% $62.1 4.3 58.5% 82
-3 -2 8 0.0893% $51.7 3.8 60.5% 81
-3 -2 5 0.0893% $43.8 3.7 57.0% 79
-3 -2 7 0.0893% $47.0 3.6 56.8% 81
-3 -2 6 0.0893% $45.2 3.5 63.0% 81
-3 -2 3 0.0893% $36.3 3.5 58.5% 82
-3 -2 10 0.0317% $31.6 2.5 57.6% 236
-3 -2 9 0.0317% $30.8 2.4 55.1% 236
-10 -4 -3 0.1430% $12.3 2.1 59.8% 82

QRB#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-10 -9 -2 0.1049% $52.1 4.4 62.8% 78
-10 -9 -2 0.0552% $48.6 4.1 57.7% 156
-10 -9 0 0.1049% $52.6 3.9 59.0% 78
-10 -9 -1 0.0552% $52.9 3.9 59.6% 156
-10 -8 8 -0.1411% $66.0 3.9 60.3% 78
-10 -8 8 0.1373% $71.0 3.9 59.2% 76
-10 -9 0 0.0552% $51.6 3.8 57.1% 156
-10 -9 -1 0.1049% $50.5 3.8 61.5% 78
-10 -8 -4 -0.1411% $26.9 3.7 61.0% 77
-10 -8 -2 0.0196% $39.1 3.7 63.8% 312
-8 -4 -2 0.1511% $29.0 3.6 58.0% 157
-10 -8 10 -0.1411% $59.7 3.6 60.5% 76
-10 -9 -2 0.0316% $41.6 3.6 58.5% 234
-10 -9 -1 0.0316% $47.2 3.6 59.8% 234
-7 -4 -2 0.1267% $28.9 3.5 60.3% 156
-9 -6 -2 -0.1483% $37.9 3.5 63.3% 79
-9 -8 8 -0.0916% $60.0 3.4 57.7% 78
-10 -9 0 0.0316% $45.2 3.4 55.6% 234
-10 -6 -2 0.0372% $30.1 3.4 59.3% 312
-10 -8 9 0.1373% $64.8 3.4 63.0% 73
-9 -4 -2 0.0567% $25.2 3.4 59.1% 313
-10 -8 7 -0.1411% $56.1 3.4 56.4% 78
-10 -8 9 -0.1411% $54.1 3.4 59.2% 76
-9 -8 7 -0.0916% $54.9 3.3 55.1% 78
-8 -4 -2 0.2156% $28.1 3.3 59.5% 79
-10 -6 -2 0.1263% $29.4 3.2 55.8% 156
-10 -8 -7 0.0829% $13.0 3.2 57.1% 156
-10 -4 -2 0.0967% $25.0 3.2 58.1% 234
-10 -8 7 0.1373% $57.7 3.2 58.1% 74
-10 -9 -7 0.1049% $21.6 3.1 55.1% 78
-8 -4 -2 0.0876% $24.4 3.1 56.6% 235
-10 -4 -2 0.0516% $23.3 3.1 58.3% 312
-10 -8 1 -0.1411% $43.6 3.1 56.4% 78
-10 -4 -2 0.1760% $25.5 3.1 58.3% 156
-10 -6 -2 0.0765% $28.4 3.1 56.8% 234
-9 -8 -4 -0.0916% $25.9 3.1 58.2% 79
-10 -8 -7 0.1373% $13.1 3.1 56.4% 78
-10 -9 3 0.0316% $45.2 3.1 60.0% 230
-10 -8 5 0.1373% $55.7 3.0 61.3% 75
-10 -9 -7 0.0552% $17.8 3.0 55.8% 156
-10 -3 -2 0.1915% $19.1 3.0 60.9% 156
-10 -8 -2 0.1373% $40.3 3.0 60.3% 78
-10 -8 -1 0.0196% $36.7 3.0 59.3% 312
-10 -8 4 0.1373% $51.6 3.0 61.3% 75
-10 -8 4 -0.1411% $43.4 2.9 59.2% 76
-7 -3 -2 0.2348% $20.2 2.9 61.5% 78
-10 -9 1 0.0552% $41.3 2.9 56.4% 156
-10 -9 2 0.0552% $43.5 2.9 58.1% 155
-9 -7 -3 -0.1278% $26.9 2.9 56.4% 78
-10 -9 3 0.0552% $43.8 2.9 61.3% 155
-10 -9 5 0.0316% $44.6 2.9 57.0% 228
-10 -6 -1 0.0372% $31.9 2.9 59.3% 312
-10 -9 9 0.0316% $46.8 2.9 56.5% 214
-10 -8 10 0.1373% $54.4 2.9 61.6% 73
-10 -8 5 -0.1411% $45.1 2.9 57.7% 78
-10 -9 1 0.0316% $39.3 2.8 55.6% 234
-10 -7 -2 0.1972% $32.9 2.8 56.4% 78
-10 -9 4 0.0316% $43.3 2.8 59.2% 228
-10 -9 6 0.0316% $43.1 2.8 59.1% 225
-10 -9 5 0.0552% $46.5 2.8 57.2% 152
-10 -9 7 0.0316% $43.2 2.8 55.5% 227
-10 -5 7 -0.2205% $53.9 2.8 58.4% 77
-10 -9 8 0.0316% $44.5 2.8 55.4% 222
-10 -9 2 0.0316% $39.5 2.7 56.1% 230
-10 -7 9 0.1972% $47.9 2.7 57.5% 73
-10 -5 8 -0.2205% $53.6 2.7 56.4% 78
-10 -9 -1 0.0128% $34.9 2.7 58.0% 312
-10 -9 6 0.0552% $44.6 2.7 59.6% 151
-10 -9 -2 0.0128% $30.5 2.7 57.1% 312
-10 -8 6 0.1373% $48.0 2.7 56.0% 75
-10 -9 7 0.0552% $44.2 2.7 58.0% 150
-10 -9 4 0.0552% $42.5 2.7 59.5% 153
-10 -8 -2 0.0496% $28.7 2.7 59.8% 234
-10 -8 6 -0.1411% $41.9 2.7 56.0% 75
-9 -8 3 -0.0916% $41.8 2.7 57.1% 77
-8 -3 -2 0.0660% $15.8 2.6 56.9% 313
-10 -6 -1 0.0765% $30.2 2.6 57.7% 234
-8 -3 -2 0.1065% $16.1 2.6 58.3% 235
-10 -9 5 0.1049% $40.1 2.6 59.0% 78
-10 -7 8 0.1972% $43.9 2.6 58.4% 77
-10 -9 10 0.0316% $42.0 2.6 55.1% 214
-10 -5 9 -0.2205% $50.0 2.6 56.0% 75
-10 -9 -5 0.1049% $23.2 2.6 55.1% 78
-10 -8 -2 0.0829% $30.2 2.6 60.3% 156
-10 -9 4 0.1049% $38.4 2.6 61.0% 77
-10 -7 -2 0.0327% $25.2 2.5 57.9% 311
-10 -9 1 0.1049% $34.2 2.5 56.4% 78
-10 -9 8 0.0552% $43.6 2.5 56.1% 148
-10 -7 -1 0.0327% $29.4 2.5 58.5% 311
-9 -8 8 -0.0573% $38.4 2.5 57.6% 151
-10 -6 -1 0.1263% $28.2 2.5 56.4% 156
-9 -8 -2 0.0375% $28.1 2.5 58.7% 235
-10 -7 -3 0.1972% $22.9 2.5 57.7% 78
-9 -4 -2 0.1603% $20.2 2.5 55.4% 157
-10 -9 -5 0.0552% $20.3 2.4 55.1% 156
-10 -4 -1 0.0967% $25.3 2.4 55.1% 234
-7 -6 -1 0.1166% $29.1 2.4 56.4% 78
-10 -3 -2 0.1294% $15.0 2.4 58.1% 234
-10 -8 3 -0.1411% $37.4 2.4 55.1% 78
-10 -9 3 0.1049% $35.3 2.4 62.8% 78
-10 -8 3 0.1373% $39.8 2.4 61.5% 78
-10 -7 -2 0.0694% $24.9 2.4 55.8% 233
-9 -7 -4 -0.1278% $18.9 2.4 56.4% 78
-10 -5 10 -0.2205% $46.6 2.4 58.7% 75
-10 -8 0 0.1373% $36.7 2.4 57.7% 78
-10 -9 6 0.1049% $36.6 2.4 61.0% 77
-8 -3 -2 0.1684% $16.0 2.4 57.3% 157
-9 -6 -2 0.0406% $21.8 2.3 59.1% 313
-10 -9 2 0.1049% $33.2 2.3 60.3% 78
-9 -6 -2 0.0724% $21.9 2.3 56.2% 235
-7 -4 -2 0.0796% $17.7 2.3 56.8% 234
-10 -8 -3 0.0829% $22.9 2.3 59.0% 156
-10 -7 4 0.1972% $38.8 2.3 61.3% 75
-10 -8 -1 0.0496% $29.2 2.3 57.3% 234
-10 -6 -2 0.2129% $22.0 2.3 55.1% 78
-9 -3 -2 0.2830% $15.9 2.3 57.0% 79
-10 -9 -4 0.0552% $20.7 2.3 55.8% 156
-10 -8 -3 0.0196% $20.6 2.3 59.0% 312
-9 -8 7 -0.0573% $33.7 2.3 56.2% 153
-9 -8 -2 0.0615% $27.5 2.2 58.6% 157
-10 -8 -1 0.0829% $30.8 2.2 57.7% 156
-9 -4 -2 0.2473% $20.9 2.2 57.0% 79
-7 -6 -2 0.0406% $20.4 2.2 57.7% 234
-10 -8 -5 0.0829% $17.8 2.2 58.3% 156
-9 -5 -2 0.0511% $18.8 2.2 55.6% 313
-10 -7 -2 0.1156% $23.4 2.2 55.1% 156
-7 -4 -2 0.2013% $20.1 2.2 59.0% 78
-10 -9 -4 -0.1034% $19.7 2.2 55.8% 77
-10 -8 0 0.0196% $27.7 2.2 58.0% 312
-10 -7 5 0.1972% $36.8 2.2 57.9% 76
-9 -7 -2 0.0366% $21.9 2.2 57.1% 312
-10 -7 6 0.1972% $35.9 2.2 55.4% 74
-10 -7 10 0.1972% $38.0 2.2 57.5% 73
-10 -8 1 0.1373% $32.4 2.2 56.4% 78
-10 -7 3 0.1972% $33.4 2.2 55.1% 78
-9 -8 -2 0.0192% $23.2 2.2 56.9% 313
-10 -5 -2 0.1534% $20.5 2.2 58.3% 156
-10 -9 9 0.1049% $35.5 2.2 56.0% 75
-10 -9 -5 0.0316% $16.9 2.1 56.0% 234
-8 -3 -2 0.2716% $15.0 2.1 57.0% 79
-10 -8 2 0.1373% $34.4 2.1 57.1% 77
-10 -7 -1 0.0694% $25.9 2.1 56.7% 233
-6 -3 -2 0.0940% $12.6 2.1 57.0% 235
-10 -3 -2 0.0685% $12.6 2.1 57.1% 312
-10 -4 -1 0.0516% $20.8 2.1 55.1% 312
-10 -4 -2 0.2670% $20.0 2.1 59.0% 78
-8 -6 -2 0.0585% $19.1 2.1 56.2% 235
-8 -6 -1 0.0942% $22.8 2.1 58.0% 157
-9 -7 -1 0.0642% $25.2 2.0 58.1% 234
-10 -5 6 -0.2205% $36.8 2.0 55.3% 76

QSI#

Momentum Entry Momentum Exit PnL Exit Threshold Avg Pnl Sharpe Win % Count Trades
-9 -2 0 -0.1219% $50.6 5.0 56.1% 82
-9 -2 1 -0.1219% $43.6 4.0 57.3% 82
-10 -2 2 -0.1312% $37.3 2.7 55.4% 83
-9 -8 3 -0.0415% $47.5 2.6 56.8% 81
-9 -8 0 -0.0415% $40.7 2.3 58.0% 81
-9 -8 1 -0.0415% $37.3 2.2 60.5% 81
-9 -8 4 -0.0415% $37.3 2.1 58.0% 81
-5 -3 10 0.0699% $31.6 2.1 55.4% 83
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